+289.7%
NEM vs MPWR
+1,636.1%
-1,346.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -1.9% |
| 7D | +0.3% | -2.6% | +2.9% | +0.7% |
| 30D | +23.1% | -9.0% | +32.1% | +24.8% |
| 3M | +18.5% | -25.8% | +44.3% | +23.1% |
| 6M | +7.8% | +11.8% | -4.0% | +5.9% |
| YTD | +29.1% | +35.5% | -6.4% | +23.8% |
| 1Y | +72.7% | +45.3% | +27.4% | +64.1% |
| 3Y | +248.7% | +138.5% | +110.3% | +201.6% |
| 5Y | +148.7% | +152.8% | -4.1% | +106.8% |
| All | +289.7% | +1,636.1% | -1,346.4% | +129.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MPWR.
Daily Out/Under-Performance
Portfolio return minus MPWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPWR 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 MPWR 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