+147.3%
MPWR vs NWSA
+46.6%
+100.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.7% | +1.8% |
| 7D | -2.6% | -1.9% | -0.7% | -1.6% |
| 30D | -9.0% | +4.6% | -13.6% | -11.5% |
| 3M | -25.8% | +13.2% | -39.1% | -32.3% |
| 6M | +11.8% | +27.0% | -15.2% | -7.7% |
| YTD | +35.5% | +16.8% | +18.7% | +18.7% |
| 1Y | +45.3% | +4.5% | +40.8% | +41.0% |
| All | +147.3% | +46.6% | +100.7% | +70.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling