-19.7%
TSLA vs MLM
-14.5%
-5.2%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.8% | +6.1% | +4.6% |
| 7D | -10.4% | -4.1% | -6.3% | -9.3% |
| 30D | -5.2% | +8.2% | -13.4% | -6.3% |
| 3M | +12.1% | -3.6% | +15.7% | +13.5% |
| 6M | -10.2% | -15.6% | +5.4% | -7.0% |
| YTD | -20.3% | -16.4% | -3.9% | -21.3% |
| 1Y | -19.7% | -14.3% | -5.3% | -22.7% |
| All | -19.7% | -14.5% | -5.2% | -22.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling