+2,114.1%
XLK vs MPWR
+19,059.4%
-16,945.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +8.9% | -5.7% | +0.5% |
| 7D | -1.2% | +17.3% | -18.5% | -6.2% |
| 30D | -11.2% | +12.1% | -23.3% | -14.8% |
| 3M | -6.2% | +5.6% | -11.8% | -8.8% |
| 6M | -1.7% | -10.7% | +9.0% | -0.5% |
| YTD | +21.5% | +64.0% | -42.4% | +1.6% |
| 1Y | +19.6% | +55.9% | -36.3% | +1.4% |
| 3Y | +97.9% | +199.5% | -101.5% | +30.1% |
| 5Y | +118.9% | +176.6% | -57.7% | +39.9% |
| 10Y | +726.5% | +1,921.6% | -1,195.1% | +206.0% |
| All | +2,114.1% | +19,059.4% | -16,945.3% | +425.4% |
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