+2,650.1%
TSLA vs MET
+248.0%
+2,402.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.7% |
| 7D | -3.4% | -2.5% | -0.9% | -2.3% |
| 30D | +9.2% | 0.0% | +9.3% | +9.1% |
| 3M | -4.7% | +13.1% | -17.8% | -10.6% |
| 6M | -8.9% | +39.0% | -47.9% | -23.0% |
| YTD | -19.2% | +25.2% | -44.4% | -28.3% |
| 1Y | +4.5% | +25.6% | -21.1% | -7.7% |
| 3Y | +46.3% | +67.1% | -20.8% | +14.7% |
| 5Y | +48.1% | +85.1% | -37.0% | +11.7% |
| All | +2,650.1% | +248.0% | +2,402.1% | +1,622.8% |
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