+1,542.6%
MPWR vs SAN
+236.7%
+1,305.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.2% | +7.5% | +6.3% |
| 7D | -1.7% | +4.9% | -6.7% | -4.3% |
| 30D | -16.5% | -13.0% | -3.5% | -11.3% |
| 3M | -12.3% | -18.9% | +6.6% | -3.8% |
| 6M | -27.7% | -4.1% | -23.6% | -26.9% |
| YTD | +32.0% | +2.6% | +29.4% | +28.5% |
| 1Y | +25.1% | +16.9% | +8.2% | +14.6% |
| 3Y | +146.5% | +239.1% | -92.6% | +35.4% |
| 5Y | +126.0% | +266.8% | -140.8% | +15.9% |
| All | +1,542.6% | +236.7% | +1,305.9% | +779.9% |
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