+17,540.7%
MPWR vs MTZ
+2,144.1%
+15,396.6%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +4.6% | +4.3% | +7.3% |
| 7D | +17.3% | +12.9% | +4.4% | +12.8% |
| 30D | +12.1% | -8.5% | +20.6% | +15.9% |
| 3M | +5.6% | -30.6% | +36.2% | +20.1% |
| 6M | -10.7% | -55.1% | +44.4% | +16.3% |
| YTD | +64.0% | -13.0% | +76.9% | +69.2% |
| 1Y | +55.9% | -4.3% | +60.2% | +55.6% |
| 3Y | +199.5% | +284.0% | -84.6% | +88.1% |
| 5Y | +176.6% | +97.7% | +78.9% | +109.6% |
| 10Y | +1,921.6% | +444.4% | +1,477.2% | +918.2% |
| All | +17,540.7% | +2,144.1% | +15,396.6% | +4,582.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 MTZ 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