+838.9%
XLY vs MPWR
+19,059.4%
-18,220.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.9% | -9.0% | -2.3% |
| 7D | -1.1% | +17.3% | -18.4% | -5.4% |
| 30D | +7.8% | +12.1% | -4.3% | +3.9% |
| 3M | +1.7% | +5.6% | -3.9% | -1.1% |
| 6M | +1.8% | -10.7% | +12.5% | +1.7% |
| YTD | +2.0% | +64.0% | -62.0% | -13.7% |
| 1Y | +1.8% | +55.9% | -54.1% | -12.8% |
| 3Y | +53.7% | +199.5% | -145.8% | +3.9% |
| 5Y | +24.2% | +176.6% | -152.3% | -18.2% |
| 10Y | +236.3% | +1,921.6% | -1,685.4% | +33.1% |
| All | +838.9% | +19,059.4% | -18,220.5% | +139.3% |
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