+2,883.7%
TSLA vs MCD
+219.3%
+2,664.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.8% | +3.8% | +4.5% |
| 7D | -6.4% | +5.9% | -12.3% | -9.6% |
| 30D | -1.2% | +19.6% | -20.9% | -11.2% |
| 3M | +15.1% | +3.3% | +11.8% | +12.3% |
| 6M | -11.7% | +3.5% | -15.2% | -14.9% |
| YTD | -15.9% | -6.1% | -9.8% | -14.4% |
| 1Y | -12.0% | -3.7% | -8.3% | -12.1% |
| 3Y | +80.0% | +13.4% | +66.7% | +55.9% |
| 5Y | +10.8% | +25.2% | -14.3% | -11.8% |
| 10Y | +2,883.7% | +211.3% | +2,672.4% | +1,725.7% |
| All | +2,883.7% | +219.3% | +2,664.4% | +1,725.7% |
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