+164.9%
MPWR vs ADVB
-97.1%
+262.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +10.0% | -1.0% | +8.8% |
| 7D | +17.3% | +10.5% | +6.8% | +17.1% |
| 30D | +12.1% | -56.0% | +68.1% | +12.3% |
| 3M | +5.6% | -70.1% | +75.8% | +5.8% |
| 6M | -10.7% | -53.7% | +43.0% | -12.1% |
| YTD | +64.0% | -60.3% | +124.2% | +60.4% |
| 1Y | +55.9% | -73.1% | +129.1% | +55.9% |
| All | +164.9% | -97.1% | +262.0% | +262.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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