+41.1%
TSLA vs MCD
+20.4%
+20.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.5% | -4.4% | -5.5% |
| 7D | +1.5% | -2.8% | +4.4% | +2.4% |
| 30D | +10.1% | -6.0% | +16.1% | +12.2% |
| 3M | -15.4% | -5.6% | -9.8% | -14.4% |
| 6M | -12.8% | -21.9% | +9.1% | -4.6% |
| YTD | -21.3% | -14.7% | -6.6% | -17.4% |
| 1Y | +4.6% | -17.3% | +21.9% | +11.1% |
| 3Y | +44.5% | -2.2% | +46.7% | +39.0% |
| All | +41.1% | +20.4% | +20.7% | +14.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling