+136.7%
MPWR vs Z
-33.7%
+170.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +3.0% | +1.3% |
| 7D | -2.6% | -3.0% | +0.4% | -1.9% |
| 30D | -9.0% | -4.2% | -4.9% | -8.6% |
| 3M | -25.8% | -3.7% | -22.1% | -26.0% |
| 6M | +11.8% | -24.5% | +36.3% | +19.3% |
| YTD | +35.5% | -49.3% | +84.8% | +62.1% |
| 1Y | +45.3% | -58.7% | +104.0% | +84.8% |
| All | +136.7% | -33.7% | +170.5% | +143.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling