+4.6%
TSLA vs MCHP
+18.9%
-14.3%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.4% | -7.4% | -6.4% |
| 7D | +1.5% | +1.7% | -0.2% | +0.9% |
| 30D | +10.1% | -4.1% | +14.2% | +11.2% |
| 3M | -15.4% | -22.5% | +7.1% | -8.6% |
| 6M | -12.8% | +7.3% | -20.1% | -13.9% |
| YTD | -21.3% | +18.4% | -39.6% | -25.9% |
| 1Y | +4.6% | +18.1% | -13.5% | +1.9% |
| All | +4.6% | +18.9% | -14.3% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MCHP.
Daily Out/Under-Performance
Portfolio return minus MCHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCHP 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 MCHP 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