+1,607.5%
MPWR vs NVMI
+3,108.0%
-1,500.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | 0.0% |
| 7D | -2.3% | +3.8% | -6.1% | -4.9% |
| 30D | -15.4% | -7.6% | -7.9% | -11.0% |
| 3M | -19.4% | -28.0% | +8.6% | -0.1% |
| 6M | +12.7% | -15.3% | +28.0% | +23.6% |
| YTD | +31.3% | +11.5% | +19.9% | +17.8% |
| 1Y | +39.7% | +31.6% | +8.1% | +10.6% |
| 3Y | +142.2% | +207.0% | -64.8% | -2.2% |
| 5Y | +149.0% | +262.8% | -113.9% | -9.7% |
| All | +1,607.5% | +3,108.0% | -1,500.5% | +196.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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