+125.2%
MPWR vs SNAP
-90.7%
+215.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.6% | +7.8% | +5.9% |
| 7D | -1.7% | -7.1% | +5.4% | 0.0% |
| 30D | -16.5% | -14.6% | -1.9% | -13.5% |
| 3M | -12.3% | -5.0% | -7.3% | -12.2% |
| 6M | -27.7% | -18.8% | -8.9% | -25.5% |
| YTD | +32.0% | -38.5% | +70.5% | +43.8% |
| 1Y | +25.1% | -38.1% | +63.2% | +35.7% |
| 3Y | +146.5% | -53.8% | +200.3% | +165.4% |
| All | +125.2% | -90.7% | +215.9% | +239.1% |
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