+149.5%
MPWR vs TEVA
+273.2%
-123.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -1.1% |
| 7D | -2.3% | -0.7% | -1.5% | -2.1% |
| 30D | -15.4% | -0.4% | -15.1% | -15.4% |
| 3M | -19.4% | +8.2% | -27.6% | -21.5% |
| 6M | +12.7% | +15.3% | -2.6% | +6.9% |
| YTD | +31.3% | +16.5% | +14.9% | +24.2% |
| 1Y | +39.7% | +85.7% | -46.1% | +14.0% |
| All | +149.5% | +273.2% | -123.7% | +59.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling