+710.7%
XLI vs MPWR
+15,324.6%
-14,613.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.2% | -5.1% | -1.0% |
| 7D | -2.8% | -1.7% | -1.1% | -2.6% |
| 30D | -3.1% | -16.5% | +13.4% | +0.5% |
| 3M | -11.7% | -12.3% | +0.6% | -9.8% |
| 6M | -7.6% | -27.7% | +20.2% | -2.6% |
| YTD | +5.7% | +32.0% | -26.3% | -3.5% |
| 1Y | +7.8% | +25.1% | -17.3% | -0.5% |
| 3Y | +67.4% | +146.5% | -79.1% | +23.8% |
| 5Y | +64.8% | +126.0% | -61.2% | +17.1% |
| 10Y | +241.2% | +1,582.7% | -1,341.5% | +43.5% |
| All | +710.7% | +15,324.6% | -14,613.8% | +118.9% |
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