+55.9%
MPWR vs SNAP
-38.5%
+94.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +6.8% | +2.1% | +7.7% |
| 7D | +17.3% | -9.8% | +27.1% | +19.1% |
| 30D | +12.1% | -18.2% | +30.3% | +15.1% |
| 3M | +5.6% | -3.1% | +8.7% | +5.8% |
| 6M | -10.7% | -7.1% | -3.6% | -9.0% |
| YTD | +64.0% | -33.8% | +97.8% | +77.1% |
| 1Y | +55.9% | -39.0% | +95.0% | +74.7% |
| All | +55.9% | -38.5% | +94.4% | +74.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling