+1,679.2%
MPWR vs NOC
+186.7%
+1,492.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.1% |
| 7D | -1.3% | -1.6% | +0.3% | -0.9% |
| 30D | -12.8% | -10.4% | -2.5% | -10.7% |
| 3M | -21.3% | -5.6% | -15.7% | -20.7% |
| 6M | +13.7% | -30.4% | +44.1% | +23.9% |
| YTD | +33.3% | -8.5% | +41.8% | +34.3% |
| 1Y | +41.3% | -8.3% | +49.6% | +42.1% |
| 3Y | +145.8% | +28.2% | +117.6% | +115.7% |
| 5Y | +155.6% | +56.7% | +98.9% | +95.1% |
| 10Y | +1,679.2% | +189.3% | +1,489.9% | +952.4% |
| All | +1,679.2% | +186.7% | +1,492.5% | +952.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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