+251.0%
XLF vs MPWR
+1,636.1%
-1,385.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.0% |
| 7D | 0.0% | -2.6% | +2.6% | +0.5% |
| 30D | +0.2% | -9.0% | +9.2% | +2.0% |
| 3M | +11.7% | -25.8% | +37.5% | +17.2% |
| 6M | +13.8% | +11.8% | +2.0% | +7.9% |
| YTD | +7.0% | +35.5% | -28.5% | -3.3% |
| 1Y | +9.1% | +45.3% | -36.2% | -3.7% |
| 3Y | +75.6% | +138.5% | -62.8% | +25.8% |
| 5Y | +66.4% | +152.8% | -86.3% | +8.5% |
| All | +251.0% | +1,636.1% | -1,385.1% | +6.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling