+1,519.3%
TSLA vs MDB
+906.0%
+613.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -1.0% | 0.0% |
| 7D | -4.7% | -1.0% | -3.7% | -4.2% |
| 30D | -0.8% | -14.0% | +13.2% | +3.7% |
| 3M | +14.8% | -20.3% | +35.1% | +21.2% |
| 6M | -11.3% | +10.9% | -22.2% | -17.8% |
| YTD | -15.6% | -20.9% | +5.3% | -14.9% |
| 1Y | -14.7% | -11.2% | -3.5% | -18.0% |
| 3Y | +76.9% | -11.9% | +88.8% | +52.1% |
| 5Y | +6.7% | -40.2% | +46.9% | -8.4% |
| All | +1,519.3% | +906.0% | +613.3% | +482.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling