+1,865.4%
MPWR vs NTAP
+600.9%
+1,264.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.6% | -3.7% | -3.1% |
| 7D | +27.9% | +9.9% | +18.1% | +21.1% |
| 30D | +9.7% | -22.1% | +31.8% | +27.8% |
| 3M | +1.7% | -7.7% | +9.4% | +5.9% |
| 6M | -9.2% | +60.9% | -70.2% | -36.7% |
| YTD | +60.5% | +76.4% | -15.9% | +3.7% |
| 1Y | +52.0% | +69.3% | -17.3% | +1.0% |
| 3Y | +193.1% | +154.6% | +38.5% | +49.4% |
| 5Y | +167.3% | +131.4% | +35.8% | +46.0% |
| All | +1,865.4% | +600.9% | +1,264.6% | +482.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 10y: compounded portfolio wealth divided by compounded NTAP 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…
10y analysis · Full analysis span regression · 6 months rolling