+24.2%
XLY vs MPWR
+182.1%
-157.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.9% | -9.0% | -2.3% |
| 7D | -1.1% | +17.3% | -18.4% | -5.5% |
| 30D | +7.8% | +12.1% | -4.3% | +3.7% |
| 3M | +1.7% | +5.6% | -3.9% | -1.2% |
| 6M | +1.8% | -10.7% | +12.5% | +1.9% |
| YTD | +2.0% | +64.0% | -62.0% | -15.3% |
| 1Y | +1.8% | +55.9% | -54.1% | -14.2% |
| 3Y | +53.7% | +199.5% | -145.8% | -4.7% |
| 5Y | +24.2% | +176.6% | -152.3% | -28.4% |
| All | +24.2% | +182.1% | -157.9% | -28.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling