+749.3%
XLV vs MPWR
+15,664.8%
-14,915.6%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.5% |
| 7D | -2.6% | -0.6% | -2.0% | -2.6% |
| 30D | +0.9% | -13.1% | +13.9% | +2.7% |
| 3M | +10.0% | -21.7% | +31.7% | +12.8% |
| 6M | +10.4% | +19.5% | -9.1% | +5.7% |
| YTD | +8.9% | +34.9% | -26.0% | +2.1% |
| 1Y | +23.4% | +42.0% | -18.6% | +14.2% |
| 3Y | +33.1% | +148.8% | -115.7% | +7.7% |
| 5Y | +33.3% | +156.8% | -123.5% | +2.6% |
| 10Y | +170.8% | +1,650.0% | -1,479.2% | +48.8% |
| All | +749.3% | +15,664.8% | -14,915.6% | +266.9% |
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