+143.2%
MPWR vs ADVB
-97.4%
+240.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.9% | -5.1% | -2.2% |
| 7D | +2.2% | -4.1% | +6.3% | +2.2% |
| 30D | -2.1% | -60.3% | +58.2% | -1.8% |
| 3M | -1.6% | -73.3% | +71.8% | -1.2% |
| 6M | -14.9% | -65.9% | +51.0% | -15.8% |
| YTD | +50.5% | -63.9% | +114.4% | +47.5% |
| 1Y | +40.0% | -74.1% | +114.1% | +39.6% |
| All | +143.2% | -97.4% | +240.6% | +233.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling