+1,788.2%
MPWR vs NVS
+260.1%
+1,528.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.2% | -4.1% | -4.0% |
| 7D | +16.8% | -1.3% | +18.1% | +17.5% |
| 30D | +11.9% | +9.3% | +2.6% | +6.7% |
| 3M | +2.2% | +5.8% | -3.6% | -2.6% |
| 6M | -15.5% | +7.2% | -22.7% | -21.0% |
| YTD | +54.2% | +20.0% | +34.2% | +34.2% |
| 1Y | +51.5% | +25.4% | +26.1% | +28.3% |
| 3Y | +180.2% | +89.2% | +91.0% | +73.8% |
| 5Y | +156.8% | +134.6% | +22.1% | +28.2% |
| All | +1,788.2% | +260.1% | +1,528.2% | +687.4% |
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