+2,650.1%
TSLA vs MDT
+40.9%
+2,609.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.0% |
| 7D | -3.4% | -1.6% | -1.8% | -2.7% |
| 30D | +9.2% | +1.0% | +8.2% | +8.4% |
| 3M | -4.7% | +15.2% | -19.9% | -12.9% |
| 6M | -8.9% | +3.7% | -12.6% | -12.1% |
| YTD | -19.2% | -3.0% | -16.2% | -19.2% |
| 1Y | +4.5% | +2.5% | +2.1% | +0.5% |
| 3Y | +46.3% | +26.5% | +19.8% | +20.2% |
| 5Y | +48.1% | -18.3% | +66.4% | +59.4% |
| All | +2,650.1% | +40.9% | +2,609.2% | +1,979.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded MDT 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling