+156.2%
MPWR vs SAP
+79.5%
+76.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.4% | -4.3% | -4.1% |
| 7D | +16.8% | +0.6% | +16.2% | +16.6% |
| 30D | +11.9% | +6.5% | +5.3% | +7.6% |
| 3M | +2.2% | +12.2% | -10.0% | -5.2% |
| 6M | -15.5% | +46.1% | -61.6% | -36.1% |
| YTD | +54.2% | -1.6% | +55.8% | +51.3% |
| 1Y | +51.5% | -5.1% | +56.6% | +53.7% |
| 3Y | +180.2% | +68.4% | +111.9% | +60.0% |
| All | +156.2% | +79.5% | +76.7% | +22.5% |
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