+24,401.0%
TSLA vs MKC
+239.2%
+24,161.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.2% | -3.0% | -2.2% |
| 7D | +8.9% | -3.0% | +11.9% | +9.9% |
| 30D | +6.3% | +4.8% | +1.5% | +4.3% |
| 3M | +14.8% | -12.8% | +27.6% | +18.9% |
| 6M | -12.4% | +5.0% | -17.4% | -14.8% |
| YTD | -13.2% | -29.1% | +15.8% | -5.0% |
| 1Y | -2.9% | -26.4% | +23.5% | +4.6% |
| 3Y | +74.4% | -21.6% | +96.1% | +79.1% |
| 5Y | +13.3% | -35.2% | +48.5% | +21.2% |
| 10Y | +3,004.2% | +25.6% | +2,978.6% | +2,174.3% |
| All | +24,401.0% | +239.2% | +24,161.9% | +10,648.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling