+156.8%
MPWR vs NSC
+46.6%
+110.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | 0.0% | -0.1% |
| 7D | -0.6% | -1.5% | +0.9% | +0.4% |
| 30D | -13.1% | -1.9% | -11.1% | -12.1% |
| 3M | -21.7% | +6.2% | -28.0% | -25.6% |
| 6M | +19.5% | +9.2% | +10.3% | +10.5% |
| YTD | +34.9% | +15.0% | +19.9% | +19.6% |
| 1Y | +42.0% | +21.1% | +20.9% | +21.0% |
| 3Y | +148.8% | +78.6% | +70.2% | +54.8% |
| 5Y | +156.8% | +45.9% | +110.9% | +92.5% |
| All | +156.8% | +46.6% | +110.2% | +92.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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