+24,401.0%
TSLA vs MET
+385.3%
+24,015.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -2.2% |
| 7D | +8.9% | +4.5% | +4.5% | +6.7% |
| 30D | +6.3% | +3.5% | +2.7% | +4.5% |
| 3M | +14.8% | +5.9% | +8.8% | +11.4% |
| 6M | -12.4% | +33.1% | -45.4% | -24.3% |
| YTD | -13.2% | +33.6% | -46.8% | -25.5% |
| 1Y | -2.9% | +32.7% | -35.6% | -16.4% |
| 3Y | +74.4% | +85.0% | -10.6% | +29.7% |
| 5Y | +13.3% | +85.6% | -72.3% | -15.9% |
| 10Y | +3,004.2% | +198.8% | +2,805.4% | +1,613.6% |
| All | +24,401.0% | +385.3% | +24,015.7% | +9,871.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling