+1,679.2%
MPWR vs NWSA
+144.0%
+1,535.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.0% |
| 7D | -1.3% | -3.1% | +1.8% | +0.6% |
| 30D | -12.8% | +4.3% | -17.1% | -15.2% |
| 3M | -21.3% | +9.2% | -30.5% | -27.1% |
| 6M | +13.7% | +21.6% | -7.8% | -2.5% |
| YTD | +33.3% | +14.2% | +19.1% | +17.5% |
| 1Y | +41.3% | +1.8% | +39.5% | +33.8% |
| 3Y | +145.8% | +44.4% | +101.3% | +88.6% |
| 5Y | +155.6% | +41.0% | +114.7% | +97.4% |
| 10Y | +1,679.2% | +150.0% | +1,529.2% | +817.7% |
| All | +1,679.2% | +144.0% | +1,535.2% | +817.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded NWSA 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling