+53.0%
XLY vs MPWR
+199.9%
-146.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.9% | -9.0% | -1.7% |
| 7D | -1.1% | +17.3% | -18.4% | -4.4% |
| 30D | +7.8% | +12.1% | -4.3% | +4.8% |
| 3M | +1.7% | +5.6% | -3.9% | -0.4% |
| 6M | +1.8% | -10.7% | +12.5% | +2.1% |
| YTD | +2.0% | +64.0% | -62.0% | -11.5% |
| 1Y | +1.8% | +55.9% | -54.1% | -10.6% |
| All | +53.0% | +199.9% | -146.9% | +4.2% |
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