+1,607.5%
MPWR vs VTRS
-48.8%
+1,656.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.7% | -1.2% |
| 7D | -2.3% | -3.3% | +1.0% | -1.1% |
| 30D | -15.4% | +1.4% | -16.8% | -15.8% |
| 3M | -19.4% | +4.6% | -24.0% | -21.3% |
| 6M | +12.7% | +18.1% | -5.3% | +4.9% |
| YTD | +31.3% | +34.7% | -3.3% | +16.3% |
| 1Y | +39.7% | +65.6% | -26.0% | +14.3% |
| 3Y | +142.2% | +83.8% | +58.4% | +86.3% |
| 5Y | +149.0% | +46.5% | +102.5% | +100.2% |
| All | +1,607.5% | -48.8% | +1,656.3% | +1,568.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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