+2,681.1%
TSLA vs MLM
+185.4%
+2,495.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.8% | +6.1% | +5.2% |
| 7D | -10.4% | -4.1% | -6.3% | -8.3% |
| 30D | -5.2% | +8.2% | -13.4% | -9.1% |
| 3M | +12.1% | -3.6% | +15.7% | +13.8% |
| 6M | -10.2% | -15.6% | +5.4% | -3.4% |
| YTD | -20.3% | -16.4% | -3.9% | -14.6% |
| 1Y | -19.7% | -14.3% | -5.3% | -15.0% |
| 3Y | +63.4% | +19.3% | +44.1% | +44.3% |
| 5Y | -12.1% | +29.6% | -41.6% | -26.2% |
| All | +2,681.1% | +185.4% | +2,495.7% | +1,591.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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