+160.1%
MPWR vs ZCMD
-100.0%
+260.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.6% | +2.6% | +14.0% | +16.5% |
| 7D | +11.6% | +9.1% | +2.5% | +11.4% |
| 30D | +0.1% | -37.1% | +37.2% | +1.1% |
| 3M | -0.8% | -53.7% | +52.9% | +0.5% |
| 6M | -13.0% | -99.7% | +86.6% | -10.9% |
| YTD | +53.9% | -99.9% | +153.8% | +58.4% |
| 1Y | +45.8% | -99.9% | +145.7% | +50.5% |
| 3Y | +194.3% | -100.0% | +294.2% | +210.7% |
| 5Y | +160.1% | -100.0% | +260.1% | +181.0% |
| All | +160.1% | -100.0% | +260.1% | +181.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling