+40.8%
TSLA vs MDB
-1.4%
+42.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.1% | -1.8% | -5.0% |
| 7D | +1.5% | -17.4% | +19.0% | +5.5% |
| 30D | +10.1% | -2.0% | +12.1% | +10.3% |
| 3M | -15.4% | -3.0% | -12.4% | -15.4% |
| 6M | -12.8% | +48.7% | -61.5% | -21.9% |
| YTD | -21.3% | -12.1% | -9.1% | -21.5% |
| 1Y | +4.6% | +14.5% | -9.9% | -2.5% |
| All | +40.8% | -1.4% | +42.2% | +23.9% |
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