+155.2%
MPWR vs SNAP
-92.8%
+248.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.0% | +4.9% | +1.8% |
| 7D | -2.6% | +0.7% | -3.3% | -2.8% |
| 30D | -9.0% | +2.6% | -11.7% | -10.1% |
| 3M | -25.8% | -9.9% | -15.9% | -24.8% |
| 6M | +11.8% | +1.9% | +9.9% | +8.4% |
| YTD | +35.5% | -32.2% | +67.7% | +44.9% |
| 1Y | +45.3% | -22.8% | +68.2% | +49.1% |
| 3Y | +138.5% | -47.6% | +186.1% | +150.0% |
| All | +155.2% | -92.8% | +248.0% | +261.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling