+162.0%
MPWR vs SNAP
-90.7%
+252.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -1.9% |
| 7D | +2.2% | -10.6% | +12.8% | +5.0% |
| 30D | -2.1% | -19.7% | +17.7% | +3.1% |
| 3M | -1.6% | -6.5% | +5.0% | -1.0% |
| 6M | -14.9% | -17.8% | +2.8% | -12.6% |
| YTD | +50.5% | -38.0% | +88.6% | +63.8% |
| 1Y | +40.0% | -42.5% | +82.4% | +55.0% |
| 3Y | +175.0% | -55.8% | +230.8% | +199.5% |
| 5Y | +162.0% | -90.5% | +252.5% | +287.0% |
| All | +162.0% | -90.7% | +252.7% | +287.0% |
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