+123.7%
MPWR vs SN
+490.7%
-367.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.9% | +1.3% |
| 7D | -2.6% | -9.3% | +6.8% | +1.5% |
| 30D | -9.0% | -4.8% | -4.2% | -7.3% |
| 3M | -25.8% | +40.4% | -66.3% | -37.1% |
| 6M | +11.8% | +50.9% | -39.2% | -9.0% |
| YTD | +35.5% | +54.9% | -19.4% | +8.7% |
| 1Y | +45.3% | +43.0% | +2.3% | +19.9% |
| 3Y | +138.5% | +391.8% | -253.4% | +66.2% |
| All | +123.7% | +490.7% | -367.0% | +54.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling