+14,101.9%
MPWR vs NOC
+1,534.7%
+12,567.2%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | 0.0% | +5.3% | +5.2% |
| 7D | -1.7% | -5.8% | +4.1% | +0.8% |
| 30D | -16.5% | +10.9% | -27.4% | -20.6% |
| 3M | -12.3% | -7.1% | -5.2% | -10.4% |
| 6M | -27.7% | -5.3% | -22.4% | -27.6% |
| YTD | +32.0% | -6.8% | +38.8% | +31.7% |
| 1Y | +25.1% | -6.7% | +31.8% | +24.5% |
| 3Y | +146.5% | +17.2% | +129.3% | +109.6% |
| 5Y | +126.0% | +56.3% | +69.8% | +53.6% |
| 10Y | +1,582.7% | +173.7% | +1,409.0% | +643.3% |
| All | +14,101.9% | +1,534.7% | +12,567.2% | +1,640.1% |
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