+156.8%
MPWR vs NWSA
+40.6%
+116.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.4% | +0.9% |
| 7D | -0.6% | -2.6% | +2.0% | +1.2% |
| 30D | -13.1% | +4.6% | -17.6% | -16.0% |
| 3M | -21.7% | +10.2% | -31.9% | -28.9% |
| 6M | +19.5% | +21.6% | -2.1% | -0.8% |
| YTD | +34.9% | +14.6% | +20.3% | +15.8% |
| 1Y | +42.0% | +0.4% | +41.6% | +35.9% |
| 3Y | +148.8% | +45.0% | +103.8% | +75.3% |
| 5Y | +156.8% | +41.3% | +115.5% | +77.9% |
| All | +156.8% | +40.6% | +116.2% | +77.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling