+6.1%
SNOW vs MPWR
+353.5%
-347.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -10.3% | +3.0% | -3.0% |
| 7D | -18.4% | -5.6% | -12.8% | -16.6% |
| 30D | -19.8% | -23.2% | +3.5% | -11.0% |
| 3M | -14.9% | -15.8% | +0.9% | -10.0% |
| 6M | +90.2% | -28.5% | +118.7% | +106.2% |
| YTD | +22.9% | +25.5% | -2.6% | -1.6% |
| 1Y | +1.8% | +13.9% | -12.1% | -14.7% |
| 3Y | +79.7% | +134.6% | -54.9% | -15.3% |
| 5Y | -26.1% | +114.8% | -141.0% | -66.4% |
| All | +6.1% | +353.5% | -347.4% | -75.2% |
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