+1,386.3%
MPWR vs SNAP
-77.2%
+1,463.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -10.0% |
| 3M | -25.8% | -9.9% | -15.9% | -24.9% |
| 6M | +11.8% | +1.9% | +9.9% | +8.7% |
| YTD | +35.5% | -32.2% | +67.7% | +44.0% |
| 1Y | +45.3% | -22.8% | +68.2% | +48.8% |
| 3Y | +138.5% | -47.6% | +186.1% | +150.5% |
| 5Y | +152.8% | -92.7% | +245.5% | +248.8% |
| All | +1,386.3% | -77.2% | +1,463.5% | +1,259.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling