+184.5%
MPWR vs NVD
-98.5%
+283.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +3.9% | -7.8% | -2.6% |
| 7D | +16.8% | +28.6% | -11.8% | +27.9% |
| 30D | +11.9% | +73.6% | -61.8% | +39.1% |
| 3M | +2.2% | +70.1% | -67.9% | +29.0% |
| 6M | -15.5% | +53.6% | -69.1% | +7.4% |
| YTD | +54.2% | -7.0% | +61.2% | +71.6% |
| 1Y | +51.5% | -9.0% | +60.4% | +69.2% |
| 3Y | +180.2% | -98.3% | +278.6% | +37.6% |
| All | +184.5% | -98.5% | +283.0% | +35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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