+1,468.2%
TSLA vs MDB
+986.0%
+482.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.3% |
| 7D | +3.0% | -4.5% | +7.6% | +4.5% |
| 30D | +11.2% | -14.0% | +25.2% | +15.8% |
| 3M | -7.3% | +5.3% | -12.6% | -9.8% |
| 6M | -7.7% | +31.9% | -39.6% | -18.6% |
| YTD | -18.2% | -14.6% | -3.6% | -18.7% |
| 1Y | +6.0% | +8.2% | -2.2% | -3.4% |
| 3Y | +48.0% | -5.0% | +53.0% | +25.0% |
| 5Y | +46.2% | -24.5% | +70.7% | +16.4% |
| All | +1,468.2% | +986.0% | +482.2% | +456.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded MDB 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling