+159.3%
MPWR vs ADVB
-95.9%
+255.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +42.7% | -44.8% | -2.6% |
| 7D | +27.9% | +74.2% | -46.3% | +27.1% |
| 30D | +9.7% | -35.9% | +45.5% | +9.4% |
| 3M | +1.7% | -56.4% | +58.2% | +1.5% |
| 6M | -9.2% | -36.7% | +27.5% | -11.0% |
| YTD | +60.5% | -43.3% | +103.8% | +56.3% |
| 1Y | +52.0% | -63.4% | +115.4% | +51.8% |
| All | +159.3% | -95.9% | +255.1% | +253.6% |
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