+831.1%
XLY vs MPWR
+17,917.3%
-17,086.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.9% | +3.5% | +0.6% |
| 7D | +2.0% | +16.8% | -14.8% | -2.2% |
| 30D | +7.6% | +11.9% | -4.3% | +3.8% |
| 3M | +1.5% | +2.2% | -0.7% | -0.5% |
| 6M | +1.5% | -15.5% | +17.0% | +2.8% |
| YTD | +1.1% | +54.2% | -53.1% | -13.1% |
| 1Y | +4.3% | +51.5% | -47.2% | -10.1% |
| 3Y | +51.8% | +180.2% | -128.4% | +4.3% |
| 5Y | +22.8% | +156.8% | -134.0% | -17.7% |
| 10Y | +233.4% | +1,801.1% | -1,567.6% | +34.0% |
| All | +831.1% | +17,917.3% | -17,086.2% | +140.8% |
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 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