-27.7%
MPWR vs NWSA
+3.0%
-30.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.3% | +5.6% | +5.1% |
| 7D | -1.7% | -9.4% | +7.6% | -3.2% |
| 30D | -16.5% | -7.8% | -8.8% | -16.0% |
| 3M | -12.3% | -10.8% | -1.5% | -14.0% |
| 6M | -27.7% | +1.1% | -28.8% | -16.7% |
| All | -27.7% | +3.0% | -30.8% | -16.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling