+22,131.9%
TSLA vs MCHP
+680.8%
+21,451.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.4% | -7.4% | -6.8% |
| 7D | +1.5% | +1.7% | -0.2% | +0.5% |
| 30D | +10.1% | -4.1% | +14.2% | +11.8% |
| 3M | -15.4% | -22.5% | +7.1% | -3.2% |
| 6M | -12.8% | +7.3% | -20.1% | -19.1% |
| YTD | -21.3% | +18.4% | -39.6% | -32.6% |
| 1Y | +4.6% | +18.1% | -13.5% | -11.4% |
| 3Y | +44.5% | -2.8% | +47.3% | +28.9% |
| 5Y | +44.8% | +5.5% | +39.3% | +22.0% |
| 10Y | +2,585.4% | +185.8% | +2,399.6% | +1,044.3% |
| All | +22,131.9% | +680.8% | +21,451.1% | +4,475.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling