+158.1%
XLE vs MPWR
+157.3%
+0.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.6% | +0.6% |
| 7D | -6.7% | +2.2% | -8.9% | -7.0% |
| 30D | -4.4% | -2.1% | -2.3% | -4.5% |
| 3M | +4.0% | -1.6% | +5.5% | +3.7% |
| 6M | +13.2% | -14.9% | +28.1% | +13.7% |
| YTD | +41.9% | +50.5% | -8.6% | +33.1% |
| 1Y | +41.6% | +40.0% | +1.6% | +33.9% |
| 3Y | +64.0% | +175.0% | -111.0% | +37.1% |
| 5Y | +158.1% | +162.0% | -3.8% | +110.6% |
| All | +158.1% | +157.3% | +0.8% | +110.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MPWR.
Daily Out/Under-Performance
Portfolio return minus MPWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPWR 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 5y: compounded portfolio wealth divided by compounded MPWR 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…
5y analysis · Full analysis span regression · 6 months rolling