-15.1%
TSLA vs MDB
-9.9%
-5.2%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.6% | +0.9% | +4.6% |
| 7D | -6.4% | -0.9% | -5.5% | -6.1% |
| 30D | -1.2% | -15.2% | +14.0% | +1.6% |
| 3M | +15.1% | -17.9% | +33.0% | +18.4% |
| 6M | -11.7% | +9.3% | -21.1% | -13.7% |
| YTD | -15.9% | -22.0% | +6.1% | -14.8% |
| All | -15.1% | -9.9% | -5.2% | -14.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling