+22,131.9%
TSLA vs MKC
+272.2%
+21,859.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.0% | -5.0% | -5.6% |
| 7D | +1.5% | -5.9% | +7.4% | +3.4% |
| 30D | +10.1% | -0.9% | +11.0% | +10.3% |
| 3M | -15.4% | +12.7% | -28.1% | -19.0% |
| 6M | -12.8% | -19.3% | +6.5% | -7.2% |
| YTD | -21.3% | -22.2% | +0.9% | -15.8% |
| 1Y | +4.6% | -23.3% | +27.9% | +12.0% |
| 3Y | +44.5% | -30.0% | +74.5% | +57.5% |
| 5Y | +44.8% | -33.8% | +78.6% | +56.4% |
| 10Y | +2,585.4% | +24.4% | +2,561.0% | +1,944.0% |
| All | +22,131.9% | +272.2% | +21,859.7% | +9,430.6% |
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