+14,479.0%
MPWR vs NOC
+1,503.4%
+12,975.6%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.4% | +1.9% |
| 7D | -2.6% | -5.2% | +2.6% | -0.3% |
| 30D | -9.0% | -7.2% | -1.8% | -6.3% |
| 3M | -25.8% | -5.1% | -20.7% | -24.9% |
| 6M | +11.8% | -31.1% | +42.8% | +29.9% |
| YTD | +35.5% | -8.6% | +44.1% | +37.5% |
| 1Y | +45.3% | -9.7% | +55.0% | +47.8% |
| 3Y | +138.5% | +24.3% | +114.2% | +96.2% |
| 5Y | +152.8% | +52.6% | +100.1% | +73.8% |
| 10Y | +1,616.6% | +183.6% | +1,433.0% | +642.6% |
| All | +14,479.0% | +1,503.4% | +12,975.6% | +1,716.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling