+127.5%
XLP vs MPWR
+1,477.9%
-1,350.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -10.3% | +9.5% | +0.1% |
| 7D | +3.5% | -5.6% | +9.1% | +3.8% |
| 30D | +11.6% | -23.2% | +34.8% | +13.7% |
| 3M | +7.6% | -15.8% | +23.4% | +8.7% |
| 6M | +10.0% | -28.5% | +38.6% | +12.0% |
| YTD | +19.7% | +25.5% | -5.7% | +14.7% |
| 1Y | +23.5% | +13.9% | +9.6% | +19.3% |
| 3Y | +44.0% | +134.6% | -90.6% | +22.0% |
| 5Y | +42.7% | +114.8% | -72.1% | +17.5% |
| All | +127.5% | +1,477.9% | -1,350.4% | +22.4% |
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