+32.5%
MPWR vs SAN
+23.5%
+9.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +6.4% | -11.5% | -8.3% |
| 7D | +4.1% | +4.5% | -0.4% | +1.4% |
| 30D | -14.8% | -12.1% | -2.7% | -8.3% |
| 3M | -5.4% | -15.6% | +10.2% | +3.8% |
| 6M | -19.6% | +5.8% | -25.4% | -23.4% |
| YTD | +39.8% | +5.5% | +34.4% | +27.1% |
| 1Y | +32.5% | +23.6% | +9.0% | +4.3% |
| All | +32.5% | +23.5% | +9.1% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 1y: compounded portfolio wealth divided by compounded SAN 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…
1y analysis · Full analysis span regression · 6 months rolling