+1,921.6%
MPWR vs SAP
+231.4%
+1,690.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +0.2% | +8.8% | +8.8% |
| 7D | +17.3% | -2.5% | +19.7% | +18.8% |
| 30D | +12.1% | +7.5% | +4.6% | +6.3% |
| 3M | +5.6% | +11.6% | -6.0% | -3.3% |
| 6M | -10.7% | +37.6% | -48.3% | -32.5% |
| YTD | +64.0% | -2.0% | +65.9% | +53.0% |
| 1Y | +55.9% | -6.4% | +62.3% | +51.2% |
| 3Y | +199.5% | +67.7% | +131.8% | +79.1% |
| 5Y | +176.6% | +75.7% | +100.8% | +57.4% |
| 10Y | +1,921.6% | +229.3% | +1,692.3% | +538.8% |
| All | +1,921.6% | +231.4% | +1,690.2% | +538.8% |
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