+2,664.3%
TSLA vs MCHP
+207.0%
+2,457.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.7% | -3.1% | -1.6% |
| 7D | +3.2% | 0.0% | +3.2% | +3.1% |
| 30D | +11.6% | -6.0% | +17.6% | +15.3% |
| 3M | -8.4% | -19.7% | +11.2% | +2.2% |
| 6M | -10.4% | +14.0% | -24.4% | -19.7% |
| YTD | -18.7% | +18.4% | -37.2% | -30.3% |
| 1Y | -0.9% | +17.1% | -18.0% | -15.5% |
| 3Y | +33.6% | +0.7% | +32.9% | +16.7% |
| 5Y | +48.9% | +5.1% | +43.8% | +25.7% |
| All | +2,664.3% | +207.0% | +2,457.3% | +1,250.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling