+2,739.7%
TSLA vs MCD
+181.4%
+2,558.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +3.9% | +3.9% |
| 7D | +3.4% | -2.0% | +5.4% | +4.7% |
| 30D | +12.0% | -6.1% | +18.2% | +16.1% |
| 3M | -10.0% | -7.3% | -2.7% | -6.8% |
| 6M | -7.2% | -20.9% | +13.7% | +5.7% |
| YTD | -18.1% | -14.7% | -3.5% | -11.5% |
| 1Y | +6.3% | -16.1% | +22.4% | +15.6% |
| 3Y | +48.2% | -1.5% | +49.7% | +40.7% |
| 5Y | +46.5% | +20.4% | +26.1% | +18.9% |
| All | +2,739.7% | +181.4% | +2,558.3% | +1,620.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling