+13,397.9%
MPWR vs SAP
+662.0%
+12,735.9%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | +1.5% | -11.7% | -11.2% |
| 7D | -5.6% | +4.0% | -9.7% | -8.3% |
| 30D | -23.2% | +15.7% | -38.9% | -30.4% |
| 3M | -15.8% | +23.4% | -39.2% | -27.5% |
| 6M | -28.5% | +41.3% | -69.8% | -46.5% |
| YTD | +25.5% | +2.0% | +23.5% | +12.5% |
| 1Y | +13.9% | -5.1% | +19.0% | +7.5% |
| 3Y | +134.6% | +82.1% | +52.4% | +40.9% |
| 5Y | +114.8% | +77.2% | +37.7% | +32.1% |
| 10Y | +1,499.3% | +233.6% | +1,265.6% | +536.4% |
| All | +13,397.9% | +662.0% | +12,735.9% | +2,631.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling