+3,185.6%
TSLA vs MET
+195.0%
+2,990.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +2.2% |
| 7D | +15.6% | +2.1% | +13.5% | +14.5% |
| 30D | +5.9% | +1.8% | +4.1% | +5.0% |
| 3M | +21.4% | +6.0% | +15.3% | +17.7% |
| 6M | -8.3% | +31.1% | -39.4% | -20.5% |
| YTD | -11.6% | +32.6% | -44.2% | -24.1% |
| 1Y | -7.7% | +30.5% | -38.2% | -20.2% |
| 3Y | +85.2% | +83.6% | +1.6% | +37.9% |
| 5Y | +15.4% | +84.2% | -68.8% | -14.1% |
| All | +3,185.6% | +195.0% | +2,990.6% | +1,766.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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