+181.1%
MPWR vs NVTS
-32.9%
+214.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.1% | -1.8% |
| 7D | +2.2% | +9.6% | -7.4% | +0.5% |
| 30D | -2.1% | -13.0% | +10.9% | +0.3% |
| 3M | -1.6% | -28.8% | +27.2% | +4.5% |
| 6M | -14.9% | -48.5% | +33.5% | -6.4% |
| YTD | +50.5% | +31.4% | +19.2% | +36.1% |
| 1Y | +40.0% | -2.3% | +42.3% | +32.4% |
| 3Y | +175.0% | +49.8% | +125.1% | +105.4% |
| 5Y | +162.0% | -43.2% | +205.1% | +108.8% |
| All | +181.1% | -32.9% | +214.0% | +120.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling