+933.6%
MPWR vs AVTR
+3.6%
+930.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -1.2% |
| 7D | -0.6% | +7.4% | -8.0% | -3.6% |
| 30D | -13.1% | +12.2% | -25.3% | -17.3% |
| 3M | -21.7% | +57.4% | -79.1% | -36.7% |
| 6M | +19.5% | +86.7% | -67.1% | -11.0% |
| YTD | +34.9% | +33.1% | +1.8% | +15.1% |
| 1Y | +42.0% | +16.1% | +25.8% | +24.1% |
| 3Y | +148.8% | -24.6% | +173.4% | +152.2% |
| 5Y | +156.8% | -63.5% | +220.3% | +275.0% |
| All | +933.6% | +3.6% | +930.0% | +800.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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