+67.4%
XLF vs MPWR
+153.3%
-85.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -0.9% |
| 7D | 0.0% | -2.6% | +2.6% | +0.3% |
| 30D | +0.2% | -9.0% | +9.2% | +1.4% |
| 3M | +11.7% | -25.8% | +37.5% | +15.5% |
| 6M | +13.8% | +11.8% | +2.0% | +9.7% |
| YTD | +7.0% | +35.5% | -28.5% | -0.2% |
| 1Y | +9.1% | +45.3% | -36.2% | +0.1% |
| 3Y | +75.6% | +138.5% | -62.8% | +39.1% |
| All | +67.4% | +153.3% | -85.8% | +21.4% |
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 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