+14,239.5%
MPWR vs TEVA
+72.4%
+14,167.1%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.5% | -1.3% |
| 7D | -1.3% | -1.7% | +0.4% | -0.8% |
| 30D | -12.8% | +2.0% | -14.8% | -13.4% |
| 3M | -21.3% | +7.0% | -28.3% | -23.4% |
| 6M | +13.7% | +17.0% | -3.2% | +7.0% |
| YTD | +33.3% | +18.1% | +15.2% | +25.0% |
| 1Y | +41.3% | +87.2% | -45.9% | +13.4% |
| 3Y | +145.8% | +283.1% | -137.3% | +51.0% |
| 5Y | +155.6% | +298.4% | -142.7% | +49.0% |
| 10Y | +1,679.2% | -23.4% | +1,702.7% | +1,450.6% |
| All | +14,239.5% | +72.4% | +14,167.1% | +8,407.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling