+157.9%
MPWR vs TECK
+195.2%
-37.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | -2.6% | -0.3% | -2.2% | -2.5% |
| 30D | -9.0% | +4.6% | -13.7% | -11.0% |
| 3M | -25.8% | +2.8% | -28.7% | -27.0% |
| 6M | +11.8% | +24.9% | -13.1% | +0.4% |
| YTD | +35.5% | +44.7% | -9.2% | +13.5% |
| 1Y | +45.3% | +112.0% | -66.7% | +2.0% |
| 3Y | +138.5% | +67.6% | +70.9% | +82.1% |
| All | +157.9% | +195.2% | -37.3% | +69.2% |
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