+46.2%
TSLA vs MET
+82.9%
-36.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | +3.0% | -0.8% | +3.8% | +3.6% |
| 30D | +11.2% | -1.4% | +12.5% | +12.1% |
| 3M | -7.3% | +12.5% | -19.8% | -15.3% |
| 6M | -7.7% | +37.1% | -44.8% | -27.4% |
| YTD | -18.2% | +23.8% | -42.0% | -31.1% |
| 1Y | +6.0% | +24.1% | -18.1% | -11.4% |
| 3Y | +48.0% | +65.2% | -17.2% | +1.5% |
| 5Y | +46.2% | +82.3% | -36.1% | -5.9% |
| All | +46.2% | +82.9% | -36.7% | -5.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling