+160.1%
MPWR vs NSC
+27.3%
+132.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.6% | +1.8% | +14.8% | +15.4% |
| 7D | +11.6% | -5.4% | +16.9% | +15.9% |
| 30D | +0.1% | +2.9% | -2.8% | -2.0% |
| 3M | -0.8% | -2.2% | +1.3% | +0.3% |
| 6M | -13.0% | +5.3% | -18.3% | -17.7% |
| YTD | +53.9% | +14.8% | +39.2% | +36.1% |
| 1Y | +45.8% | +16.6% | +29.3% | +27.4% |
| 3Y | +194.3% | +78.6% | +115.7% | +80.3% |
| 5Y | +160.1% | +27.2% | +133.0% | +95.3% |
| All | +160.1% | +27.3% | +132.8% | +95.3% |
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