+2,883.7%
TSLA vs MLM
+167.5%
+2,716.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.5% | +3.1% | +4.2% |
| 7D | -6.4% | -3.8% | -2.5% | -4.3% |
| 30D | -1.2% | +11.0% | -12.2% | -6.6% |
| 3M | +15.1% | -3.1% | +18.1% | +16.5% |
| 6M | -11.7% | -9.8% | -2.0% | -8.2% |
| YTD | -15.9% | -14.4% | -1.6% | -10.9% |
| 1Y | -12.0% | -12.6% | +0.6% | -7.8% |
| 3Y | +80.0% | +19.7% | +60.3% | +58.2% |
| 5Y | +10.8% | +29.8% | -18.9% | -7.7% |
| 10Y | +2,883.7% | +153.5% | +2,730.1% | +1,610.8% |
| All | +2,883.7% | +167.5% | +2,716.2% | +1,610.8% |
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