+169.9%
XLV vs MPWR
+1,653.1%
-1,483.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.3% |
| 7D | -4.4% | -2.3% | -2.1% | -4.1% |
| 30D | -1.4% | -15.4% | +14.0% | +0.9% |
| 3M | +8.9% | -19.4% | +28.2% | +11.2% |
| 6M | +9.1% | +12.7% | -3.6% | +4.8% |
| YTD | +7.9% | +31.3% | -23.4% | +0.8% |
| 1Y | +22.7% | +39.7% | -16.9% | +12.8% |
| 3Y | +31.9% | +142.2% | -110.3% | +2.9% |
| 5Y | +34.9% | +149.0% | -114.1% | -2.0% |
| All | +169.9% | +1,653.1% | -1,483.2% | +7.0% |
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