+617.5%
XLP vs MPWR
+16,239.8%
-15,622.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -5.1% | +8.4% | +3.8% |
| 7D | +5.9% | +4.1% | +1.8% | +5.4% |
| 30D | +13.5% | -14.8% | +28.2% | +14.8% |
| 3M | +8.4% | -5.4% | +13.8% | +8.5% |
| 6M | +11.5% | -19.6% | +31.2% | +12.5% |
| YTD | +20.6% | +39.8% | -19.2% | +14.8% |
| 1Y | +24.3% | +32.5% | -8.2% | +18.8% |
| 3Y | +45.1% | +161.4% | -116.4% | +24.5% |
| 5Y | +44.6% | +144.5% | -99.9% | +20.9% |
| 10Y | +133.1% | +1,682.6% | -1,549.5% | +51.4% |
| All | +617.5% | +16,239.8% | -15,622.3% | +282.8% |
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