+16,096.1%
MPWR vs MTZ
+2,045.2%
+14,050.9%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.3% | +2.1% | -0.6% |
| 7D | +2.2% | -8.7% | +10.9% | +5.6% |
| 30D | -2.1% | -15.0% | +12.9% | +3.8% |
| 3M | -1.6% | -32.6% | +31.0% | +13.0% |
| 6M | -14.9% | -56.3% | +41.4% | +11.8% |
| YTD | +50.5% | -16.8% | +67.3% | +57.7% |
| 1Y | +40.0% | -10.0% | +50.0% | +42.7% |
| 3Y | +175.0% | +267.1% | -92.2% | +75.3% |
| 5Y | +162.0% | +89.9% | +72.1% | +101.3% |
| 10Y | +1,791.8% | +442.2% | +1,349.6% | +855.8% |
| All | +16,096.1% | +2,045.2% | +14,050.9% | +4,265.4% |
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