+33.0%
XLY vs MPWR
+141.7%
-108.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.1% |
| 7D | -2.1% | -1.3% | -0.8% | -1.8% |
| 30D | -6.0% | -12.8% | +6.8% | -3.5% |
| 3M | -2.7% | -21.3% | +18.6% | +1.2% |
| 6M | -1.5% | +13.7% | -15.2% | -6.5% |
| YTD | -5.4% | +33.3% | -38.7% | -14.0% |
| 1Y | -3.8% | +41.3% | -45.1% | -14.3% |
| All | +33.0% | +141.7% | -108.6% | -7.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling