+1,788.2%
MPWR vs SAP
+237.3%
+1,551.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.4% | -4.3% | -4.1% |
| 7D | +16.8% | +0.6% | +16.2% | +16.5% |
| 30D | +11.9% | +6.5% | +5.3% | +6.7% |
| 3M | +2.2% | +12.2% | -10.0% | -6.6% |
| 6M | -15.5% | +46.1% | -61.6% | -38.8% |
| YTD | +54.2% | -1.6% | +55.8% | +43.6% |
| 1Y | +51.5% | -5.1% | +56.6% | +45.3% |
| 3Y | +180.2% | +68.4% | +111.9% | +67.1% |
| 5Y | +156.8% | +79.4% | +77.3% | +43.9% |
| All | +1,788.2% | +237.3% | +1,551.0% | +466.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling