+153.0%
MPWR vs NVTS
-15.6%
+168.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.3% | -5.5% | -0.3% |
| 7D | -2.6% | +2.7% | -5.3% | -3.1% |
| 30D | -9.0% | -4.5% | -4.6% | -8.4% |
| 3M | -25.8% | -61.5% | +35.7% | -13.2% |
| 6M | +11.8% | +28.0% | -16.2% | +2.9% |
| YTD | +35.5% | +65.3% | -29.8% | +17.6% |
| 1Y | +45.3% | +113.0% | -67.7% | +16.8% |
| 3Y | +138.5% | +34.7% | +103.7% | +92.0% |
| All | +153.0% | -15.6% | +168.6% | +90.4% |
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