+667.8%
MPWR vs ZCMD
-100.0%
+767.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.0% | -5.2% | -1.3% |
| 7D | -1.3% | -4.1% | +2.9% | -1.2% |
| 30D | -12.8% | -22.7% | +9.9% | -12.4% |
| 3M | -21.3% | -62.5% | +41.2% | -23.1% |
| 6M | +13.7% | -99.5% | +113.2% | +21.3% |
| YTD | +33.3% | -99.7% | +133.0% | +44.8% |
| 1Y | +41.3% | -99.9% | +141.2% | +57.4% |
| 3Y | +145.8% | -100.0% | +245.8% | +199.4% |
| 5Y | +155.6% | -100.0% | +255.6% | +212.4% |
| All | +667.8% | -100.0% | +767.8% | +1,153.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 ZCMD 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