+228.0%
XLI vs MPWR
+1,725.0%
-1,497.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +0.4% |
| 7D | -1.5% | +2.2% | -3.7% | -2.4% |
| 30D | -0.3% | -2.1% | +1.8% | -0.5% |
| 3M | -8.4% | -1.6% | -6.8% | -9.0% |
| 6M | -2.1% | -14.9% | +12.9% | -0.7% |
| YTD | +9.6% | +50.5% | -40.9% | -3.9% |
| 1Y | +10.7% | +40.0% | -29.3% | -1.4% |
| 3Y | +71.6% | +175.0% | -103.4% | +19.1% |
| 5Y | +70.8% | +162.0% | -91.2% | +11.8% |
| 10Y | +228.0% | +1,791.8% | -1,563.9% | +7.7% |
| All | +228.0% | +1,725.0% | -1,497.0% | +7.7% |
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