+1,907.9%
MPWR vs NVS
+259.7%
+1,648.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | -1.8% | +10.7% | +9.8% |
| 7D | +17.3% | -2.8% | +20.1% | +19.0% |
| 30D | +12.1% | +11.5% | +0.6% | +5.7% |
| 3M | +5.6% | +3.7% | +1.9% | +1.8% |
| 6M | -10.7% | +10.4% | -21.1% | -18.1% |
| YTD | +64.0% | +19.8% | +44.1% | +42.8% |
| 1Y | +55.9% | +26.6% | +29.3% | +31.3% |
| 3Y | +199.5% | +90.1% | +109.4% | +85.0% |
| 5Y | +176.6% | +133.4% | +43.2% | +38.7% |
| All | +1,907.9% | +259.7% | +1,648.3% | +737.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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