+2,737.0%
TSLA vs MCD
+178.8%
+2,558.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.4% |
| 7D | +3.0% | -2.9% | +5.9% | +4.8% |
| 30D | +11.2% | -6.7% | +17.9% | +15.6% |
| 3M | -7.3% | -9.6% | +2.3% | -2.5% |
| 6M | -7.7% | -22.3% | +14.6% | +6.2% |
| YTD | -18.2% | -15.4% | -2.8% | -11.2% |
| 1Y | +6.0% | -16.8% | +22.8% | +15.9% |
| 3Y | +48.0% | -2.4% | +50.4% | +41.3% |
| 5Y | +46.2% | +19.4% | +26.8% | +19.3% |
| 10Y | +2,737.0% | +181.3% | +2,555.7% | +1,627.9% |
| All | +2,737.0% | +178.8% | +2,558.2% | +1,627.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MCD.
Daily Out/Under-Performance
Portfolio return minus MCD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCD 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded MCD 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling