+2,337.2%
MPWR vs Z
+9.5%
+2,327.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -10.6% | +0.4% | -6.9% |
| 7D | -5.6% | -2.3% | -3.4% | -5.2% |
| 30D | -23.2% | +9.4% | -32.6% | -26.4% |
| 3M | -15.8% | -16.1% | +0.3% | -13.1% |
| 6M | -28.5% | -30.4% | +1.9% | -22.6% |
| YTD | +25.5% | -55.6% | +81.1% | +55.2% |
| 1Y | +13.9% | -58.5% | +72.4% | +43.8% |
| 3Y | +134.6% | -19.6% | +154.2% | +124.9% |
| 5Y | +114.8% | -54.1% | +169.0% | +136.5% |
| 10Y | +1,499.3% | -12.1% | +1,511.4% | +1,242.4% |
| All | +2,337.2% | +9.5% | +2,327.7% | +1,808.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling