+1,632.0%
MPWR vs SAN
+347.3%
+1,284.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.2% |
| 7D | -2.6% | +1.8% | -4.4% | -3.4% |
| 30D | -9.0% | +2.0% | -11.0% | -9.9% |
| 3M | -25.8% | +19.7% | -45.6% | -32.0% |
| 6M | +11.8% | +30.6% | -18.9% | -1.8% |
| YTD | +35.5% | +28.8% | +6.7% | +19.2% |
| 1Y | +45.3% | +57.8% | -12.5% | +16.4% |
| 3Y | +138.5% | +338.1% | -199.7% | +17.1% |
| 5Y | +152.8% | +384.2% | -231.5% | +14.8% |
| All | +1,632.0% | +347.3% | +1,284.8% | +692.5% |
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