+1,834.3%
MPWR vs TECK
+221.0%
+1,613.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.6% | +7.0% | +9.6% | +13.9% |
| 7D | +11.6% | +3.1% | +8.5% | +10.6% |
| 30D | +0.1% | -5.0% | +5.1% | +2.4% |
| 3M | -0.8% | -2.6% | +1.8% | +0.3% |
| 6M | -13.0% | 0.0% | -13.0% | -13.0% |
| YTD | +53.9% | +35.6% | +18.3% | +36.7% |
| 1Y | +45.8% | +58.1% | -12.3% | +22.2% |
| 3Y | +194.3% | +93.3% | +100.9% | +128.0% |
| 5Y | +160.1% | +153.7% | +6.4% | +76.7% |
| All | +1,834.3% | +221.0% | +1,613.3% | +880.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 TECK 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