+117.9%
MPWR vs SN
+659.6%
-541.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.7% | +2.5% | +4.1% |
| 7D | -1.7% | +7.2% | -8.9% | -4.7% |
| 30D | -16.5% | +20.4% | -36.9% | -23.1% |
| 3M | -12.3% | +23.9% | -36.2% | -20.7% |
| 6M | -27.7% | +93.0% | -120.8% | -47.3% |
| YTD | +32.0% | +99.2% | -67.2% | -5.6% |
| 1Y | +25.1% | +142.6% | -117.5% | -18.3% |
| 3Y | +146.5% | +398.8% | -252.3% | +49.9% |
| All | +117.9% | +659.6% | -541.6% | +34.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling