+180.2%
MPWR vs AVTR
-16.2%
+196.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.5% | -3.4% | -3.8% |
| 7D | +16.8% | +0.5% | +16.4% | +16.8% |
| 30D | +11.9% | -1.0% | +12.9% | +12.2% |
| 3M | +2.2% | +12.2% | -10.0% | -0.5% |
| 6M | -15.5% | +97.5% | -112.9% | -29.1% |
| YTD | +54.2% | +35.6% | +18.6% | +40.4% |
| 1Y | +51.5% | +32.8% | +18.6% | +38.5% |
| 3Y | +180.2% | -16.5% | +196.7% | +172.9% |
| All | +180.2% | -16.2% | +196.4% | +172.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling