+156.8%
MPWR vs SAP
+56.2%
+100.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.2% | +0.5% |
| 7D | -0.6% | -0.3% | -0.3% | -0.5% |
| 30D | -13.1% | +2.6% | -15.6% | -14.7% |
| 3M | -21.7% | +16.3% | -38.0% | -29.7% |
| 6M | +19.5% | +6.4% | +13.1% | +11.7% |
| YTD | +34.9% | -11.4% | +46.3% | +41.2% |
| 1Y | +42.0% | -20.4% | +62.4% | +63.8% |
| 3Y | +148.8% | +56.5% | +92.3% | +49.4% |
| 5Y | +156.8% | +56.8% | +100.0% | +40.7% |
| All | +156.8% | +56.2% | +100.6% | +40.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling