+3,125.8%
TSLA vs MKC
+25.8%
+3,100.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.2% | -3.0% | -2.1% |
| 7D | +8.9% | -3.0% | +11.9% | +9.6% |
| 30D | +6.3% | +4.8% | +1.5% | +4.8% |
| 3M | +14.8% | -12.8% | +27.6% | +17.8% |
| 6M | -12.4% | +5.0% | -17.4% | -14.1% |
| YTD | -13.2% | -29.1% | +15.8% | -7.0% |
| 1Y | -2.9% | -26.4% | +23.5% | +2.8% |
| 3Y | +74.4% | -21.6% | +96.1% | +78.3% |
| 5Y | +13.3% | -35.2% | +48.5% | +19.5% |
| All | +3,125.8% | +25.8% | +3,100.0% | +2,712.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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