+77.8%
XLF vs MPWR
+146.8%
-69.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.2% | -5.8% | -1.0% |
| 7D | +1.2% | -1.7% | +2.9% | +1.2% |
| 30D | +6.3% | -16.5% | +22.9% | +7.8% |
| 3M | -0.8% | -12.3% | +11.5% | 0.0% |
| 6M | +11.0% | -27.7% | +38.8% | +13.3% |
| YTD | +5.6% | +32.0% | -26.4% | -0.1% |
| 1Y | +10.8% | +25.1% | -14.3% | +5.4% |
| 3Y | +77.8% | +146.5% | -68.7% | +46.5% |
| All | +77.8% | +146.8% | -69.0% | +46.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling