+1,935.7%
MPWR vs XYZ
+638.9%
+1,296.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.6% | +1.1% |
| 7D | -2.6% | -1.0% | -1.6% | -2.3% |
| 30D | -9.0% | -1.7% | -7.3% | -8.9% |
| 3M | -25.8% | +16.7% | -42.6% | -30.9% |
| 6M | +11.8% | +26.9% | -15.1% | -0.2% |
| YTD | +35.5% | +27.1% | +8.4% | +18.5% |
| 1Y | +45.3% | +9.3% | +36.1% | +34.2% |
| 3Y | +138.5% | +42.3% | +96.2% | +84.0% |
| 5Y | +152.8% | -69.3% | +222.1% | +220.6% |
| 10Y | +1,616.6% | +586.8% | +1,029.8% | +802.2% |
| All | +1,935.7% | +638.9% | +1,296.7% | +945.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded XYZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling