+863.3%
XLV vs MPWR
+17,917.3%
-17,054.0%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.9% | +4.5% | +1.1% |
| 7D | +2.2% | +16.8% | -14.6% | -0.2% |
| 30D | +8.6% | +11.9% | -3.3% | +6.4% |
| 3M | +12.6% | +2.2% | +10.4% | +11.3% |
| 6M | +29.8% | -15.5% | +45.3% | +30.3% |
| YTD | +23.5% | +54.2% | -30.7% | +12.8% |
| 1Y | +25.7% | +51.5% | -25.7% | +15.0% |
| 3Y | +56.3% | +180.2% | -123.9% | +23.8% |
| 5Y | +53.1% | +156.8% | -103.7% | +17.5% |
| 10Y | +216.7% | +1,801.1% | -1,584.4% | +70.7% |
| All | +863.3% | +17,917.3% | -17,054.0% | +305.3% |
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