+271.6%
NEM vs MPWR
+182.2%
+89.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.2% | -2.0% | -3.7% |
| 7D | +11.6% | +2.2% | +9.4% | +10.7% |
| 30D | +1.8% | -2.1% | +3.9% | +1.6% |
| 3M | +2.5% | -1.6% | +4.1% | +2.0% |
| 6M | +3.4% | -14.9% | +18.4% | +5.1% |
| YTD | +20.9% | +50.5% | -29.6% | +12.3% |
| 1Y | +37.2% | +40.0% | -2.8% | +28.6% |
| 3Y | +271.6% | +175.0% | +96.7% | +196.0% |
| All | +271.6% | +182.2% | +89.4% | +196.0% |
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