+8.6%
SNOW vs MPWR
+377.2%
-368.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.2% | -2.9% | +0.2% |
| 7D | -9.9% | -1.7% | -8.1% | -9.4% |
| 30D | -17.1% | -16.5% | -0.6% | -11.2% |
| 3M | -13.2% | -12.3% | -1.0% | -9.8% |
| 6M | +97.4% | -27.7% | +125.2% | +113.7% |
| YTD | +25.8% | +32.0% | -6.2% | -1.4% |
| 1Y | +4.2% | +25.1% | -20.9% | -16.3% |
| 3Y | +91.3% | +146.5% | -55.2% | -11.7% |
| 5Y | -24.4% | +126.0% | -150.4% | -66.3% |
| All | +8.6% | +377.2% | -368.5% | -75.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MPWR.
Daily Out/Under-Performance
Portfolio return minus MPWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPWR 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 MPWR 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