+1,607.5%
MPWR vs NTRA
+3,171.2%
-1,563.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.1% |
| 7D | -2.3% | -0.5% | -1.8% | -2.2% |
| 30D | -15.4% | +4.3% | -19.7% | -16.4% |
| 3M | -19.4% | +50.6% | -70.0% | -28.9% |
| 6M | +12.7% | +63.9% | -51.2% | -4.3% |
| YTD | +31.3% | +42.4% | -11.0% | +15.5% |
| 1Y | +39.7% | +92.1% | -52.4% | +12.4% |
| 3Y | +142.2% | +501.7% | -359.5% | +38.9% |
| 5Y | +149.0% | +171.4% | -22.5% | +60.5% |
| All | +1,607.5% | +3,171.2% | -1,563.7% | +545.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 NTRA 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