+680.6%
MPWR vs ZCMD
-100.0%
+780.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.7% | +4.6% | +0.9% |
| 7D | -2.6% | -8.0% | +5.4% | -2.4% |
| 30D | -9.0% | -27.9% | +18.8% | -8.4% |
| 3M | -25.8% | -74.6% | +48.8% | -26.7% |
| 6M | +11.8% | -99.5% | +111.2% | +19.1% |
| YTD | +35.5% | -99.7% | +135.3% | +47.3% |
| 1Y | +45.3% | -99.9% | +145.2% | +61.3% |
| 3Y | +138.5% | -100.0% | +238.4% | +191.0% |
| 5Y | +152.8% | -100.0% | +252.8% | +210.9% |
| All | +680.6% | -100.0% | +780.6% | +1,175.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling