+3,125.8%
TSLA vs MPWR
+1,791.1%
+1,334.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.9% | +2.1% | +0.3% |
| 7D | +8.9% | +16.8% | -7.9% | -0.6% |
| 30D | +6.3% | +11.9% | -5.6% | -1.0% |
| 3M | +14.8% | +2.2% | +12.6% | +11.1% |
| 6M | -12.4% | -15.5% | +3.1% | -8.2% |
| YTD | -13.2% | +54.2% | -67.4% | -37.4% |
| 1Y | -2.9% | +51.5% | -54.4% | -29.4% |
| 3Y | +74.4% | +180.2% | -105.8% | -22.2% |
| 5Y | +13.3% | +156.8% | -143.5% | -50.6% |
| All | +3,125.8% | +1,791.1% | +1,334.8% | +334.8% |
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