+136.7%
MPWR vs SAP
+62.3%
+74.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.1% |
| 7D | -2.6% | -2.9% | +0.3% | -1.8% |
| 30D | -9.0% | +9.0% | -18.0% | -11.5% |
| 3M | -25.8% | +14.9% | -40.8% | -28.4% |
| 6M | +11.8% | +11.9% | -0.1% | +8.1% |
| YTD | +35.5% | -9.9% | +45.4% | +47.4% |
| 1Y | +45.3% | -19.5% | +64.9% | +73.9% |
| All | +136.7% | +62.3% | +74.5% | +73.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling