+225.2%
XLF vs MPWR
+1,951.4%
-1,726.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +8.9% | -8.3% | -1.2% |
| 7D | -1.0% | +17.3% | -18.2% | -4.5% |
| 30D | +6.5% | +12.1% | -5.6% | +3.3% |
| 3M | +1.8% | +5.6% | -3.8% | -0.6% |
| 6M | +15.4% | -10.7% | +26.1% | +15.0% |
| YTD | +8.4% | +64.0% | -55.6% | -6.8% |
| 1Y | +11.9% | +55.9% | -44.0% | -2.8% |
| 3Y | +81.1% | +199.5% | -118.3% | +22.7% |
| 5Y | +59.5% | +176.6% | -117.1% | +2.7% |
| 10Y | +225.2% | +1,921.6% | -1,696.4% | +0.4% |
| All | +225.2% | +1,951.4% | -1,726.2% | +0.4% |
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