+199.7%
MPWR vs NVTS
-31.6%
+231.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.1% | +2.9% | -1.2% |
| 7D | +27.9% | +21.6% | +6.3% | +23.6% |
| 30D | +9.7% | -8.5% | +18.2% | +11.3% |
| 3M | +1.7% | -31.4% | +33.1% | +8.7% |
| 6M | -9.2% | -50.3% | +41.1% | +1.0% |
| YTD | +60.5% | +33.9% | +26.6% | +44.6% |
| 1Y | +52.0% | +10.6% | +41.4% | +40.9% |
| 3Y | +193.1% | +52.7% | +140.4% | +118.3% |
| 5Y | +167.3% | -48.5% | +215.8% | +114.0% |
| All | +199.7% | -31.6% | +231.3% | +134.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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