+154.1%
MPWR vs SN
+681.9%
-527.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.6% | +2.9% | +13.7% | +15.3% |
| 7D | +11.6% | +7.6% | +3.9% | +8.2% |
| 30D | +0.1% | +24.1% | -23.9% | -8.8% |
| 3M | -0.8% | +23.7% | -24.5% | -10.1% |
| 6M | -13.0% | +105.5% | -118.6% | -38.2% |
| YTD | +53.9% | +105.1% | -51.2% | +8.9% |
| 1Y | +45.8% | +148.3% | -102.5% | -5.5% |
| 3Y | +194.3% | +438.7% | -244.4% | +77.4% |
| All | +154.1% | +681.9% | -527.8% | +54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 10y: compounded portfolio wealth divided by compounded SN 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…
10y analysis · Full analysis span regression · 6 months rolling