+1,865.4%
MPWR vs NWSA
+141.7%
+1,723.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | 0.0% | -0.9% |
| 7D | +27.9% | -0.8% | +28.7% | +28.7% |
| 30D | +9.7% | -11.3% | +21.0% | +17.4% |
| 3M | +1.7% | -8.1% | +9.8% | +5.6% |
| 6M | -9.2% | -0.7% | -8.6% | -12.6% |
| YTD | +60.5% | +1.3% | +59.2% | +50.3% |
| 1Y | +52.0% | -1.3% | +53.4% | +44.8% |
| 3Y | +193.1% | +28.4% | +164.7% | +137.9% |
| 5Y | +167.3% | +15.3% | +152.0% | +128.8% |
| All | +1,865.4% | +141.7% | +1,723.7% | +938.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling