+167.3%
MPWR vs SAN
+294.7%
-127.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.8% | +0.7% | -0.6% |
| 7D | +27.9% | +1.0% | +26.9% | +27.5% |
| 30D | +9.7% | -9.4% | +19.1% | +15.3% |
| 3M | +1.7% | -17.1% | +18.9% | +12.0% |
| 6M | -9.2% | +2.2% | -11.4% | -11.1% |
| YTD | +60.5% | +6.0% | +54.5% | +52.9% |
| 1Y | +52.0% | +12.7% | +39.3% | +40.2% |
| 3Y | +193.1% | +242.1% | -49.0% | +45.9% |
| 5Y | +167.3% | +293.6% | -126.3% | +11.4% |
| All | +167.3% | +294.7% | -127.4% | +11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling