+1,591.2%
MPWR vs SNAP
-78.1%
+1,669.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.8% | -4.7% | -4.1% |
| 7D | +16.8% | +6.0% | +10.8% | +15.4% |
| 30D | +11.9% | -13.8% | +25.6% | +15.6% |
| 3M | +2.2% | -0.8% | +3.0% | +1.5% |
| 6M | -15.5% | -6.2% | -9.3% | -15.8% |
| YTD | +54.2% | -34.8% | +89.0% | +64.6% |
| 1Y | +51.5% | -38.7% | +90.1% | +63.8% |
| 3Y | +180.2% | -53.5% | +233.7% | +201.5% |
| 5Y | +156.8% | -90.2% | +247.0% | +236.6% |
| All | +1,591.2% | -78.1% | +1,669.3% | +1,453.5% |
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