+1,921.6%
MPWR vs SAN
+275.0%
+1,646.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | -0.6% | +9.6% | +9.2% |
| 7D | +17.3% | +3.4% | +13.9% | +15.6% |
| 30D | +12.1% | -6.3% | +18.4% | +15.3% |
| 3M | +5.6% | -14.1% | +19.7% | +13.1% |
| 6M | -10.7% | +4.2% | -14.9% | -13.0% |
| YTD | +64.0% | +9.0% | +54.9% | +55.4% |
| 1Y | +55.9% | +18.8% | +37.2% | +42.1% |
| 3Y | +199.5% | +252.0% | -52.5% | +61.5% |
| 5Y | +176.6% | +299.5% | -122.9% | +36.3% |
| 10Y | +1,921.6% | +276.7% | +1,645.0% | +920.3% |
| All | +1,921.6% | +275.0% | +1,646.6% | +920.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling