+155.2%
MPWR vs NTAP
+128.6%
+26.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -2.6% | -0.8% | -1.8% | -2.1% |
| 30D | -9.0% | -0.5% | -8.5% | -9.2% |
| 3M | -25.8% | +4.1% | -29.9% | -28.6% |
| 6M | +11.8% | +88.0% | -76.2% | -37.8% |
| YTD | +35.5% | +75.6% | -40.1% | -21.1% |
| 1Y | +45.3% | +58.9% | -13.6% | -7.3% |
| 3Y | +138.5% | +153.6% | -15.1% | -6.4% |
| All | +155.2% | +128.6% | +26.5% | +3.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling