+1,469.7%
TSLA vs MDB
+978.8%
+490.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.5% | +7.4% | +5.0% |
| 7D | +3.4% | -18.0% | +21.4% | +9.5% |
| 30D | +12.0% | -10.7% | +22.8% | +15.3% |
| 3M | -10.0% | +1.0% | -11.0% | -11.3% |
| 6M | -7.2% | +31.6% | -38.8% | -18.0% |
| YTD | -18.1% | -15.2% | -3.0% | -18.4% |
| 1Y | +6.3% | +10.1% | -3.8% | -3.8% |
| 3Y | +48.2% | -5.6% | +53.8% | +25.4% |
| 5Y | +46.5% | -24.5% | +71.0% | +16.7% |
| All | +1,469.7% | +978.8% | +490.9% | +458.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling