+1,865.4%
MPWR vs Z
-19.3%
+1,884.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.2% | -1.4% |
| 7D | +27.9% | -4.9% | +32.8% | +30.2% |
| 30D | +9.7% | +3.0% | +6.7% | +7.4% |
| 3M | +1.7% | -13.4% | +15.1% | +4.2% |
| 6M | -9.2% | -27.3% | +18.1% | -2.8% |
| YTD | +60.5% | -57.8% | +118.3% | +103.9% |
| 1Y | +52.0% | -60.0% | +112.1% | +96.3% |
| 3Y | +193.1% | -21.5% | +214.7% | +181.6% |
| 5Y | +167.3% | -55.0% | +222.2% | +196.6% |
| All | +1,865.4% | -19.3% | +1,884.7% | +1,504.0% |
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