+1,542.6%
MPWR vs Z
-14.9%
+1,557.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.4% | +7.7% | +6.0% |
| 7D | -1.7% | -4.6% | +2.8% | -0.6% |
| 30D | -16.5% | +8.3% | -24.8% | -19.9% |
| 3M | -12.3% | -11.6% | -0.7% | -10.9% |
| 6M | -27.7% | -33.6% | +5.9% | -20.2% |
| YTD | +32.0% | -56.7% | +88.7% | +66.0% |
| 1Y | +25.1% | -59.1% | +84.2% | +60.0% |
| 3Y | +146.5% | -20.4% | +166.9% | +135.3% |
| 5Y | +126.0% | -55.3% | +181.3% | +150.8% |
| All | +1,542.6% | -14.9% | +1,557.6% | +1,210.9% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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