+14,479.0%
MPWR vs MTZ
+2,713.6%
+11,765.4%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.3% | +0.1% |
| 7D | -2.6% | -1.6% | -1.0% | -2.0% |
| 30D | -9.0% | -11.1% | +2.0% | -5.3% |
| 3M | -25.8% | -36.7% | +10.9% | -14.4% |
| 6M | +11.8% | -21.9% | +33.7% | +19.9% |
| YTD | +35.5% | +9.1% | +26.4% | +29.1% |
| 1Y | +45.3% | +30.0% | +15.4% | +30.4% |
| 3Y | +138.5% | +138.5% | 0.0% | +71.4% |
| 5Y | +152.8% | +158.3% | -5.6% | +74.3% |
| 10Y | +1,616.6% | +700.8% | +915.8% | +658.6% |
| All | +14,479.0% | +2,713.6% | +11,765.4% | +3,473.1% |
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