+22,131.9%
TSLA vs MCD
+495.7%
+21,636.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.5% | -4.4% | -5.0% |
| 7D | +1.5% | -2.8% | +4.4% | +3.3% |
| 30D | +10.1% | -6.0% | +16.1% | +14.1% |
| 3M | -15.4% | -5.6% | -9.8% | -13.5% |
| 6M | -12.8% | -21.9% | +9.1% | +0.4% |
| YTD | -21.3% | -14.7% | -6.6% | -14.7% |
| 1Y | +4.6% | -17.3% | +21.9% | +15.0% |
| 3Y | +44.5% | -2.2% | +46.7% | +38.2% |
| 5Y | +44.8% | +20.3% | +24.5% | +18.6% |
| 10Y | +2,585.4% | +180.7% | +2,404.7% | +1,135.2% |
| All | +22,131.9% | +495.7% | +21,636.2% | +5,546.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling