+253.0%
NEM vs MPWR
+138.8%
+114.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -2.0% |
| 7D | +0.3% | -2.6% | +2.9% | +0.8% |
| 30D | +23.1% | -9.0% | +32.1% | +25.3% |
| 3M | +18.5% | -25.8% | +44.3% | +24.6% |
| 6M | +7.8% | +11.8% | -4.0% | +5.6% |
| YTD | +29.1% | +35.5% | -6.4% | +23.2% |
| 1Y | +72.7% | +45.3% | +27.4% | +63.1% |
| All | +253.0% | +138.8% | +114.2% | +187.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling