+48.2%
TSLA vs MDT
+28.1%
+20.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.9% | +5.9% | +4.3% |
| 7D | +3.4% | +0.4% | +3.0% | +3.3% |
| 30D | +12.0% | +6.0% | +6.0% | +10.7% |
| 3M | -10.0% | +15.5% | -25.5% | -12.8% |
| 6M | -7.2% | +3.4% | -10.6% | -6.8% |
| YTD | -18.1% | -2.2% | -16.0% | -16.5% |
| 1Y | +6.3% | +2.6% | +3.7% | +6.1% |
| 3Y | +48.2% | +27.5% | +20.6% | +35.6% |
| All | +48.2% | +28.1% | +20.0% | +35.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling