+1,409.7%
TSLA vs MDB
+1,017.4%
+392.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.1% | -1.8% | -4.7% |
| 7D | +1.5% | -17.4% | +19.0% | +7.4% |
| 30D | +10.1% | -2.0% | +12.1% | +10.1% |
| 3M | -15.4% | -3.0% | -12.4% | -15.5% |
| 6M | -12.8% | +48.7% | -61.5% | -25.9% |
| YTD | -21.3% | -12.1% | -9.1% | -22.3% |
| 1Y | +4.6% | +14.5% | -9.9% | -6.4% |
| 3Y | +44.5% | -6.1% | +50.7% | +22.8% |
| 5Y | +44.8% | -27.3% | +72.1% | +17.0% |
| All | +1,409.7% | +1,017.4% | +392.3% | +431.4% |
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