-10.2%
TSLA vs MCD
-2.4%
-7.8%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.5% | +4.8% | +4.0% |
| 7D | -10.4% | +7.1% | -17.5% | -7.2% |
| 30D | -5.2% | +19.8% | -25.0% | +4.4% |
| 3M | +12.1% | +0.8% | +11.3% | +10.3% |
| 6M | -10.2% | -1.3% | -8.8% | -11.1% |
| All | -10.2% | -2.4% | -7.8% | -11.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling