This is likely a wontfix, but old versions of the plugin call any output an error. Newer versions of mypy (0.730 at least) produce output on success which causes a false positive:
=========================== FAILURES ============================
__________________________ mypy cli.py __________________________
Success: no issues found in 1 source file
The solution is to upgrade to pytest-mypy >= 0.4.0 or downgrade mypy.