+155.2%
MPWR vs AVTR
-64.3%
+219.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.3% | +1.4% |
| 7D | -2.6% | +2.7% | -5.3% | -3.5% |
| 30D | -9.0% | +12.1% | -21.1% | -12.8% |
| 3M | -25.8% | +57.2% | -83.1% | -38.2% |
| 6M | +11.8% | +73.1% | -61.3% | -10.8% |
| YTD | +35.5% | +30.6% | +4.9% | +19.2% |
| 1Y | +45.3% | +13.5% | +31.8% | +30.7% |
| 3Y | +138.5% | -31.0% | +169.5% | +155.6% |
| All | +155.2% | -64.3% | +219.5% | +300.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling