+863.5%
XLV vs MPWR
+17,490.5%
-16,627.0%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.6% |
| 7D | +2.6% | +2.2% | +0.4% | +2.1% |
| 30D | +10.6% | -2.1% | +12.6% | +10.3% |
| 3M | +12.6% | -1.6% | +14.1% | +11.9% |
| 6M | +32.7% | -14.9% | +47.7% | +33.2% |
| YTD | +23.5% | +50.5% | -27.0% | +13.3% |
| 1Y | +30.4% | +40.0% | -9.6% | +20.7% |
| 3Y | +57.3% | +175.0% | -117.7% | +25.0% |
| 5Y | +53.4% | +162.0% | -108.5% | +17.4% |
| 10Y | +212.0% | +1,791.8% | -1,579.8% | +68.4% |
| All | +863.5% | +17,490.5% | -16,627.0% | +307.0% |
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 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