+2,518.5%
TSLA vs MPWR
+1,606.4%
+912.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.8% | -6.8% | -6.4% |
| 7D | +1.5% | -2.6% | +4.1% | +3.0% |
| 30D | +10.1% | -9.0% | +19.2% | +15.4% |
| 3M | -15.4% | -25.8% | +10.4% | -2.9% |
| 6M | -12.8% | +11.8% | -24.5% | -22.0% |
| YTD | -21.3% | +35.5% | -56.8% | -37.9% |
| 1Y | +4.6% | +45.3% | -40.7% | -21.8% |
| 3Y | +44.5% | +138.5% | -93.9% | -28.5% |
| 5Y | +44.8% | +152.8% | -108.0% | -36.0% |
| All | +2,518.5% | +1,606.4% | +912.1% | +285.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MPWR.
Daily Out/Under-Performance
Portfolio return minus MPWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPWR 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 MPWR 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