+270.2%
MPWR vs ZETA
+247.9%
+22.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.1% | +4.9% | +1.8% |
| 7D | -2.6% | +2.7% | -5.2% | -3.3% |
| 30D | -9.0% | +15.8% | -24.8% | -12.4% |
| 3M | -25.8% | +35.4% | -61.3% | -31.8% |
| 6M | +11.8% | +67.1% | -55.4% | -4.2% |
| YTD | +35.5% | +54.1% | -18.5% | +17.2% |
| 1Y | +45.3% | +67.8% | -22.5% | +21.4% |
| 3Y | +138.5% | +311.4% | -173.0% | +36.1% |
| 5Y | +152.8% | +324.8% | -172.0% | +39.0% |
| All | +270.2% | +247.9% | +22.2% | +102.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling