+231.7%
XLI vs MPWR
+1,951.4%
-1,719.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +8.9% | -7.6% | -0.8% |
| 7D | +0.9% | +17.3% | -16.4% | -3.2% |
| 30D | +1.1% | +12.1% | -11.0% | -2.3% |
| 3M | -7.7% | +5.6% | -13.3% | -9.9% |
| 6M | -1.8% | -10.7% | +8.9% | -1.6% |
| YTD | +11.1% | +64.0% | -52.9% | -4.6% |
| 1Y | +12.1% | +55.9% | -43.8% | -2.7% |
| 3Y | +73.8% | +199.5% | -125.6% | +18.2% |
| 5Y | +73.8% | +176.6% | -102.8% | +12.6% |
| 10Y | +231.7% | +1,921.6% | -1,689.9% | +6.5% |
| All | +231.7% | +1,951.4% | -1,719.7% | +6.5% |
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 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