+149.0%
MPWR vs NYT
+39.3%
+109.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.4% | -1.4% |
| 7D | -2.3% | -0.7% | -1.5% | -2.0% |
| 30D | -15.4% | +4.5% | -19.9% | -17.0% |
| 3M | -19.4% | -8.5% | -10.8% | -18.0% |
| 6M | +12.7% | -15.1% | +27.8% | +18.0% |
| YTD | +31.3% | -3.3% | +34.6% | +27.4% |
| 1Y | +39.7% | +17.0% | +22.7% | +20.9% |
| 3Y | +142.2% | +55.7% | +86.5% | +72.4% |
| 5Y | +149.0% | +38.9% | +110.1% | +68.4% |
| All | +149.0% | +39.3% | +109.7% | +68.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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