+125.2%
MPWR vs TECK
+134.3%
-9.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.9% | +4.3% | +4.8% |
| 7D | -1.7% | -0.2% | -1.5% | -1.6% |
| 30D | -16.5% | -7.5% | -9.0% | -13.4% |
| 3M | -12.3% | -8.4% | -3.8% | -8.7% |
| 6M | -27.7% | -2.2% | -25.5% | -27.3% |
| YTD | +32.0% | +26.8% | +5.2% | +17.1% |
| 1Y | +25.1% | +46.5% | -21.4% | +3.7% |
| 3Y | +146.5% | +69.0% | +77.5% | +89.7% |
| All | +125.2% | +134.3% | -9.1% | +57.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling