+6.3%
TSLA vs MCD
-16.1%
+22.4%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +3.9% | +4.0% |
| 7D | +3.4% | -2.0% | +5.4% | +2.7% |
| 30D | +12.0% | -6.1% | +18.2% | +9.8% |
| 3M | -10.0% | -7.3% | -2.7% | -11.5% |
| 6M | -7.2% | -20.9% | +13.7% | -9.3% |
| YTD | -18.1% | -14.7% | -3.5% | -19.5% |
| 1Y | +6.3% | -16.1% | +22.4% | +7.4% |
| All | +6.3% | -16.1% | +22.4% | +7.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling