+548.7%
XLE vs MPWR
+16,239.8%
-15,691.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -5.1% | +0.3% | -3.7% |
| 7D | -7.2% | +4.1% | -11.3% | -8.0% |
| 30D | +0.1% | -14.8% | +14.9% | +3.0% |
| 3M | +9.2% | -5.4% | +14.6% | +9.4% |
| 6M | +8.4% | -19.6% | +28.0% | +10.5% |
| YTD | +44.9% | +39.8% | +5.1% | +29.3% |
| 1Y | +49.9% | +32.5% | +17.3% | +35.0% |
| 3Y | +61.1% | +161.4% | -100.3% | +15.3% |
| 5Y | +163.4% | +144.5% | +18.9% | +78.1% |
| 10Y | +181.4% | +1,682.6% | -1,501.2% | +8.1% |
| All | +548.7% | +16,239.8% | -15,691.1% | +52.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling