+14,479.0%
MPWR vs SAP
+573.1%
+13,906.0%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.4% |
| 7D | -2.6% | -2.9% | +0.3% | -0.9% |
| 30D | -9.0% | +9.0% | -18.0% | -14.3% |
| 3M | -25.8% | +14.9% | -40.8% | -34.6% |
| 6M | +11.8% | +11.9% | -0.1% | -2.7% |
| YTD | +35.5% | -9.9% | +45.4% | +33.0% |
| 1Y | +45.3% | -19.5% | +64.9% | +54.5% |
| 3Y | +138.5% | +61.8% | +76.6% | +56.0% |
| 5Y | +152.8% | +56.2% | +96.6% | +70.0% |
| 10Y | +1,616.6% | +180.6% | +1,436.0% | +669.7% |
| All | +14,479.0% | +573.1% | +13,906.0% | +3,128.1% |
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