+234.0%
MPWR vs HTZ
-92.5%
+326.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -8.4% | +13.6% | +6.4% |
| 7D | -1.7% | -14.6% | +12.8% | +0.3% |
| 30D | -16.5% | -20.8% | +4.3% | -14.1% |
| 3M | -12.3% | -18.8% | +6.5% | -10.8% |
| 6M | -27.7% | -74.7% | +47.0% | -15.7% |
| YTD | +32.0% | -68.1% | +100.1% | +47.3% |
| 1Y | +25.1% | -73.5% | +98.6% | +42.8% |
| 3Y | +146.5% | -81.8% | +228.3% | +170.4% |
| 5Y | +126.0% | -95.2% | +221.3% | +209.9% |
| All | +234.0% | -92.5% | +326.5% | +366.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ 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 10y: compounded portfolio wealth divided by compounded HTZ 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…
10y analysis · Full analysis span regression · 6 months rolling