+124.6%
XLP vs MPWR
+1,560.2%
-1,435.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.2% | -6.5% | -1.7% |
| 7D | +0.7% | -1.7% | +2.5% | +0.8% |
| 30D | +10.3% | -16.5% | +26.8% | +11.6% |
| 3M | +6.5% | -12.3% | +18.8% | +7.2% |
| 6M | +8.4% | -27.7% | +36.1% | +10.3% |
| YTD | +18.2% | +32.0% | -13.8% | +12.7% |
| 1Y | +22.4% | +25.1% | -2.7% | +17.3% |
| 3Y | +41.9% | +146.5% | -104.6% | +19.8% |
| 5Y | +40.9% | +126.0% | -85.2% | +15.5% |
| All | +124.6% | +1,560.2% | -1,435.6% | +20.4% |
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 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