+1,677.2%
MPWR vs TEVA
-22.9%
+1,700.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.0% | +2.0% | +3.5% |
| 7D | +0.9% | +2.0% | -1.1% | +0.3% |
| 30D | -13.4% | +1.0% | -14.3% | -13.6% |
| 3M | -22.2% | +7.3% | -29.5% | -24.1% |
| 6M | +15.7% | +21.7% | -6.1% | +8.5% |
| YTD | +36.7% | +18.8% | +17.8% | +29.0% |
| 1Y | +47.9% | +86.5% | -38.6% | +22.2% |
| 3Y | +159.7% | +269.4% | -109.7% | +72.2% |
| 5Y | +159.1% | +303.6% | -144.5% | +62.3% |
| All | +1,677.2% | -22.9% | +1,700.1% | +1,116.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 TEVA 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