+70.8%
XLI vs MPWR
+170.0%
-99.2%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.5% |
| 7D | +4.3% | +27.9% | -23.6% | -0.6% |
| 30D | +0.5% | +9.7% | -9.2% | -1.8% |
| 3M | -8.6% | +1.7% | -10.3% | -9.7% |
| 6M | -2.3% | -9.2% | +6.9% | -2.4% |
| YTD | +10.1% | +60.5% | -50.4% | -1.7% |
| 1Y | +11.0% | +52.0% | -41.0% | 0.0% |
| 3Y | +72.3% | +193.1% | -120.9% | +29.3% |
| 5Y | +70.8% | +167.3% | -96.4% | +20.3% |
| All | +70.8% | +170.0% | -99.2% | +20.3% |
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