+34.4%
XLV vs MPWR
+153.3%
-119.0%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.2% |
| 7D | -3.7% | -1.3% | -2.4% | -3.6% |
| 30D | -1.1% | -12.8% | +11.7% | -0.1% |
| 3M | +8.2% | -21.3% | +29.6% | +9.8% |
| 6M | +8.9% | +13.7% | -4.8% | +6.3% |
| YTD | +8.5% | +33.3% | -24.8% | +4.1% |
| 1Y | +22.3% | +41.3% | -19.0% | +16.3% |
| 3Y | +32.6% | +145.8% | -113.2% | +14.8% |
| 5Y | +34.4% | +155.6% | -121.3% | +8.0% |
| All | +34.4% | +153.3% | -119.0% | +8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling