+212.4%
XLY vs MPWR
+1,653.1%
-1,440.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.0% | 0.0% |
| 7D | -3.9% | -2.3% | -1.6% | -3.2% |
| 30D | -6.1% | -15.4% | +9.3% | -1.6% |
| 3M | -1.2% | -19.4% | +18.2% | +3.7% |
| 6M | -1.8% | +12.7% | -14.5% | -8.3% |
| YTD | -5.9% | +31.3% | -37.2% | -16.9% |
| 1Y | -3.1% | +39.7% | -42.8% | -16.9% |
| 3Y | +36.0% | +142.2% | -106.2% | -11.9% |
| 5Y | +27.6% | +149.0% | -121.4% | -23.9% |
| All | +212.4% | +1,653.1% | -1,440.7% | -10.8% |
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