+2,682.2%
TSLA vs MDT
+41.3%
+2,640.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.2% |
| 7D | +3.0% | -0.3% | +3.3% | +3.1% |
| 30D | +11.2% | +2.8% | +8.4% | +9.3% |
| 3M | -7.3% | +13.1% | -20.4% | -14.3% |
| 6M | -7.7% | +2.3% | -10.1% | -10.2% |
| YTD | -18.2% | -2.7% | -15.5% | -18.4% |
| 1Y | +6.0% | +0.9% | +5.1% | +3.0% |
| 3Y | +48.0% | +26.8% | +21.2% | +21.4% |
| 5Y | +46.2% | -19.5% | +65.6% | +59.0% |
| All | +2,682.2% | +41.3% | +2,640.9% | +1,999.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling