+148.8%
MPWR vs ZCMD
-100.0%
+248.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | 0.0% | -0.4% |
| 7D | -0.6% | -1.4% | +0.8% | -0.6% |
| 30D | -13.1% | -21.6% | +8.5% | -12.8% |
| 3M | -21.7% | -67.4% | +45.6% | -22.8% |
| 6M | +19.5% | -99.4% | +118.9% | +20.3% |
| YTD | +34.9% | -99.7% | +134.7% | +36.1% |
| 1Y | +42.0% | -99.9% | +141.9% | +43.7% |
| 3Y | +148.8% | -100.0% | +248.8% | +140.4% |
| All | +148.8% | -100.0% | +248.8% | +140.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling