+146.5%
MPWR vs SAP
+75.3%
+71.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -4.1% | +9.4% | +6.1% |
| 7D | -1.7% | -0.7% | -1.1% | -1.8% |
| 30D | -16.5% | +11.1% | -27.6% | -19.0% |
| 3M | -12.3% | +17.0% | -29.3% | -16.5% |
| 6M | -27.7% | +34.8% | -62.6% | -35.2% |
| YTD | +32.0% | -2.2% | +34.2% | +40.5% |
| 1Y | +25.1% | -6.4% | +31.5% | +38.3% |
| 3Y | +146.5% | +75.1% | +71.3% | +49.2% |
| All | +146.5% | +75.3% | +71.2% | +49.2% |
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 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