+63.4%
TSLA vs MDB
-9.9%
+73.3%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.7% | +1.5% | +3.6% |
| 7D | -10.4% | -11.4% | +1.0% | -8.0% |
| 30D | -5.2% | -13.8% | +8.6% | -2.3% |
| 3M | +12.1% | -15.5% | +27.6% | +15.1% |
| 6M | -10.2% | +17.9% | -28.1% | -15.4% |
| YTD | -20.3% | -25.5% | +5.1% | -18.3% |
| 1Y | -19.7% | -12.1% | -7.6% | -20.9% |
| 3Y | +63.4% | -5.9% | +69.2% | +36.2% |
| All | +63.4% | -9.9% | +73.3% | +36.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling