+48.2%
TSLA vs MET
+66.4%
-18.3%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.2% | +6.1% | +5.5% |
| 7D | +3.4% | +1.1% | +2.2% | +2.6% |
| 30D | +12.0% | -2.3% | +14.4% | +13.7% |
| 3M | -10.0% | +13.9% | -23.9% | -18.7% |
| 6M | -7.2% | +34.8% | -42.0% | -26.8% |
| YTD | -18.1% | +23.5% | -41.7% | -31.4% |
| 1Y | +6.3% | +23.4% | -17.1% | -11.5% |
| 3Y | +48.2% | +64.9% | -16.7% | +5.4% |
| All | +48.2% | +66.4% | -18.3% | +5.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling