+120.1%
NEM vs MPWR
+170.0%
-49.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.1% | -2.8% | -4.6% |
| 7D | -5.9% | +27.9% | -33.8% | -9.5% |
| 30D | -2.6% | +9.7% | -12.2% | -4.4% |
| 3M | -4.2% | +1.7% | -5.9% | -5.1% |
| 6M | -5.5% | -9.2% | +3.8% | -5.3% |
| YTD | +13.5% | +60.5% | -47.0% | +5.7% |
| 1Y | +22.2% | +52.0% | -29.9% | +14.4% |
| 3Y | +249.0% | +193.1% | +55.8% | +195.4% |
| 5Y | +120.1% | +167.3% | -47.2% | +70.7% |
| All | +120.1% | +170.0% | -49.9% | +70.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling