+151.9%
MPWR vs NVTS
-14.2%
+166.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.7% |
| 7D | -0.6% | +9.7% | -10.3% | -2.3% |
| 30D | -13.1% | -13.6% | +0.5% | -10.8% |
| 3M | -21.7% | -51.0% | +29.2% | -12.1% |
| 6M | +19.5% | +46.3% | -26.8% | +7.6% |
| YTD | +34.9% | +68.1% | -33.2% | +16.8% |
| 1Y | +42.0% | +113.9% | -71.9% | +14.0% |
| 3Y | +148.8% | +45.3% | +103.5% | +95.6% |
| All | +151.9% | -14.2% | +166.1% | +89.0% |
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