+277.4%
XLF vs MPWR
+15,734.2%
-15,456.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.0% |
| 7D | 0.0% | -2.6% | +2.6% | +0.6% |
| 30D | +0.2% | -9.0% | +9.2% | +2.4% |
| 3M | +11.7% | -25.8% | +37.5% | +18.3% |
| 6M | +13.8% | +11.8% | +2.0% | +7.1% |
| YTD | +7.0% | +35.5% | -28.5% | -4.8% |
| 1Y | +9.1% | +45.3% | -36.2% | -5.5% |
| 3Y | +75.6% | +138.5% | -62.8% | +21.3% |
| 5Y | +66.4% | +152.8% | -86.3% | +4.6% |
| 10Y | +250.3% | +1,616.6% | -1,366.3% | +14.0% |
| All | +277.4% | +15,734.2% | -15,456.7% | -32.2% |
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