+63.4%
TSLA vs MPWR
+146.8%
-83.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.2% | -1.0% | +2.0% |
| 7D | -10.4% | -1.7% | -8.7% | -9.7% |
| 30D | -5.2% | -16.5% | +11.3% | +2.2% |
| 3M | +12.1% | -12.3% | +24.4% | +17.4% |
| 6M | -10.2% | -27.7% | +17.6% | +0.7% |
| YTD | -20.3% | +32.0% | -52.3% | -34.1% |
| 1Y | -19.7% | +25.1% | -44.8% | -31.8% |
| 3Y | +63.4% | +146.5% | -83.1% | -13.6% |
| All | +63.4% | +146.8% | -83.4% | -13.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling