+45.3%
MPWR vs SAP
-19.8%
+65.1%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +0.7% |
| 7D | -2.6% | -2.9% | +0.3% | -3.2% |
| 30D | -9.0% | +9.0% | -18.0% | -7.2% |
| 3M | -25.8% | +14.9% | -40.8% | -20.3% |
| 6M | +11.8% | +11.9% | -0.1% | +21.3% |
| YTD | +35.5% | -9.9% | +45.4% | +53.9% |
| 1Y | +45.3% | -19.5% | +64.9% | +83.1% |
| All | +45.3% | -19.8% | +65.1% | +83.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 SAP 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