+15.5%
TSLA vs MDY
+34.6%
-19.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.6% |
| 7D | +8.9% | +2.3% | +6.7% | +5.3% |
| 30D | +6.3% | +2.0% | +4.3% | +3.6% |
| 3M | +14.8% | -5.6% | +20.4% | +25.9% |
| 6M | -12.4% | +1.3% | -13.6% | -12.9% |
| YTD | -13.2% | +12.3% | -25.6% | -26.8% |
| 1Y | -2.9% | +15.8% | -18.7% | -22.0% |
| 3Y | +74.4% | +56.5% | +17.9% | -7.2% |
| All | +15.5% | +34.6% | -19.1% | -23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 5y: compounded portfolio wealth divided by compounded MDY 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…
5y analysis · Full analysis span regression · 6 months rolling