+338.5%
MPWR vs ZETA
+313.7%
+24.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.8% |
| 7D | +27.9% | +26.5% | +1.5% | +21.3% |
| 30D | +9.7% | +10.3% | -0.6% | +7.3% |
| 3M | +1.7% | +30.5% | -28.8% | -4.8% |
| 6M | -9.2% | +129.4% | -138.6% | -27.4% |
| YTD | +60.5% | +83.1% | -22.7% | +33.2% |
| 1Y | +52.0% | +82.1% | -30.0% | +25.9% |
| 3Y | +193.1% | +352.3% | -159.2% | +64.4% |
| 5Y | +167.3% | +293.1% | -125.9% | +42.6% |
| All | +338.5% | +313.7% | +24.8% | +129.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZETA.
Daily Out/Under-Performance
Portfolio return minus ZETA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZETA 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 ZETA 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