+47.6%
TSLA vs MKC
-33.0%
+80.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.5% |
| 7D | +3.2% | -1.5% | +4.7% | +3.3% |
| 30D | +11.6% | -3.1% | +14.7% | +11.8% |
| 3M | -8.4% | +5.2% | -13.6% | -8.8% |
| 6M | -10.4% | -12.8% | +2.4% | -9.0% |
| YTD | -18.7% | -23.3% | +4.6% | -16.4% |
| 1Y | -0.9% | -24.1% | +23.2% | +1.9% |
| 3Y | +33.6% | -32.1% | +65.7% | +39.3% |
| All | +47.6% | -33.0% | +80.6% | +67.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling