+146.9%
NEM vs MPWR
+124.2%
+22.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.2% | -4.2% | +0.2% |
| 7D | +13.4% | -1.7% | +15.2% | +13.4% |
| 30D | +6.5% | -16.5% | +23.0% | +9.0% |
| 3M | +14.9% | -12.3% | +27.2% | +16.6% |
| 6M | +5.5% | -27.7% | +33.3% | +9.6% |
| YTD | +21.9% | +32.0% | -10.1% | +17.1% |
| 1Y | +47.9% | +25.1% | +22.8% | +42.9% |
| 3Y | +238.2% | +146.5% | +91.7% | +195.0% |
| All | +146.9% | +124.2% | +22.8% | +100.0% |
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 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