+180.2%
MPWR vs NTAP
+148.4%
+31.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.5% | -1.4% | -2.4% |
| 7D | +16.8% | +7.2% | +9.6% | +12.5% |
| 30D | +11.9% | -18.4% | +30.2% | +25.5% |
| 3M | +2.2% | -11.3% | +13.5% | +8.7% |
| 6M | -15.5% | +53.8% | -69.3% | -39.4% |
| YTD | +54.2% | +72.0% | -17.8% | -0.1% |
| 1Y | +51.5% | +68.0% | -16.6% | -0.1% |
| 3Y | +180.2% | +149.5% | +30.7% | +61.9% |
| All | +180.2% | +148.4% | +31.8% | +61.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling