+44.8%
XLP vs MPWR
+161.4%
-116.6%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -5.1% | +8.4% | +3.3% |
| 7D | +5.9% | +4.1% | +1.8% | +5.9% |
| 30D | +13.5% | -14.8% | +28.2% | +13.4% |
| 3M | +8.4% | -5.4% | +13.8% | +8.4% |
| 6M | +11.5% | -19.6% | +31.2% | +11.7% |
| YTD | +20.6% | +39.8% | -19.2% | +19.5% |
| 1Y | +24.3% | +32.5% | -8.2% | +23.3% |
| All | +44.8% | +161.4% | -116.6% | +34.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling