+1,786.5%
MPWR vs SAP
+228.4%
+1,558.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.6% | +1.7% | +14.9% | +15.6% |
| 7D | +11.6% | +1.6% | +10.0% | +9.9% |
| 30D | +0.1% | +10.5% | -10.4% | -6.7% |
| 3M | -0.8% | +15.2% | -16.0% | -11.0% |
| 6M | -13.0% | +36.7% | -49.7% | -33.8% |
| YTD | +53.9% | -0.6% | +54.5% | +42.4% |
| 1Y | +45.8% | -4.1% | +50.0% | +39.0% |
| 3Y | +194.3% | +73.2% | +121.0% | +72.0% |
| 5Y | +160.1% | +74.1% | +86.0% | +49.3% |
| 10Y | +1,786.5% | +222.9% | +1,563.6% | +513.4% |
| All | +1,786.5% | +228.4% | +1,558.2% | +513.4% |
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