+10.8%
TSLA vs MPWR
+161.8%
-151.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +16.6% | -11.1% | -2.8% |
| 7D | -6.4% | +11.6% | -18.0% | -11.9% |
| 30D | -1.2% | +0.1% | -1.3% | -2.1% |
| 3M | +15.1% | -0.8% | +15.9% | +13.5% |
| 6M | -11.7% | -13.0% | +1.3% | -8.8% |
| YTD | -15.9% | +53.9% | -69.8% | -37.9% |
| 1Y | -12.0% | +45.8% | -57.8% | -33.1% |
| 3Y | +80.0% | +194.3% | -114.2% | -19.7% |
| 5Y | +10.8% | +160.1% | -149.3% | -51.4% |
| All | +10.8% | +161.8% | -151.0% | -51.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling