+1,588.2%
MPWR vs SNAP
-79.0%
+1,667.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.6% | +1.8% | +14.8% | +16.2% |
| 7D | +11.6% | -7.3% | +18.9% | +13.5% |
| 30D | +0.1% | -18.9% | +19.1% | +4.8% |
| 3M | -0.8% | -5.3% | +4.4% | -0.6% |
| 6M | -13.0% | -16.9% | +3.9% | -11.0% |
| YTD | +53.9% | -37.4% | +91.3% | +65.7% |
| 1Y | +45.8% | -38.5% | +84.3% | +57.4% |
| 3Y | +194.3% | -55.1% | +249.3% | +219.0% |
| 5Y | +160.1% | -90.8% | +250.9% | +245.5% |
| All | +1,588.2% | -79.0% | +1,667.1% | +1,464.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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