+55.9%
MPWR vs SAP
-5.5%
+61.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +0.2% | +8.8% | +9.0% |
| 7D | +17.3% | -2.5% | +19.7% | +16.2% |
| 30D | +12.1% | +7.5% | +4.6% | +15.1% |
| 3M | +5.6% | +11.6% | -6.0% | +10.4% |
| 6M | -10.7% | +37.6% | -48.3% | +2.4% |
| YTD | +64.0% | -2.0% | +65.9% | +85.4% |
| 1Y | +55.9% | -6.4% | +62.3% | +83.0% |
| All | +55.9% | -5.5% | +61.5% | +83.0% |
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