+32.5%
MPWR vs SAP
-5.6%
+38.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +4.2% | -9.3% | -3.6% |
| 7D | +4.1% | +1.3% | +2.8% | +4.8% |
| 30D | -14.8% | +15.5% | -30.3% | -10.4% |
| 3M | -5.4% | +22.8% | -28.2% | +1.8% |
| 6M | -19.6% | +42.5% | -62.1% | -7.4% |
| YTD | +39.8% | +0.5% | +39.3% | +60.6% |
| 1Y | +32.5% | -5.9% | +38.5% | +64.2% |
| All | +32.5% | -5.6% | +38.1% | +64.2% |
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