+855.4%
MPWR vs ZM
+41.1%
+814.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.6% | +2.0% | +14.6% | +16.1% |
| 7D | +11.6% | -0.3% | +11.9% | +11.8% |
| 30D | +0.1% | -6.2% | +6.3% | +2.0% |
| 3M | -0.8% | -12.2% | +11.4% | +2.3% |
| 6M | -13.0% | -16.0% | +3.0% | -10.1% |
| YTD | +53.9% | +6.3% | +47.6% | +47.1% |
| 1Y | +45.8% | +12.3% | +33.6% | +36.9% |
| 3Y | +194.3% | +51.2% | +143.0% | +151.7% |
| 5Y | +160.1% | -64.5% | +224.7% | +182.1% |
| All | +855.4% | +41.1% | +814.3% | +892.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ZM.
Daily Out/Under-Performance
Portfolio return minus ZM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZM 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 ZM 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