+2,698.1%
TSLA vs MMM
+54.6%
+2,643.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.6% | +4.6% | +4.2% |
| 7D | +3.4% | -1.6% | +5.0% | +4.1% |
| 30D | +12.0% | -8.0% | +20.1% | +16.1% |
| 3M | -10.0% | +9.4% | -19.3% | -13.8% |
| 6M | -7.2% | +10.2% | -17.4% | -11.7% |
| YTD | -18.1% | +6.1% | -24.2% | -21.0% |
| 1Y | +6.3% | +10.8% | -4.5% | 0.0% |
| 3Y | +48.2% | +104.8% | -56.6% | +5.5% |
| 5Y | +46.5% | +27.0% | +19.5% | +27.4% |
| 10Y | +2,698.1% | +53.8% | +2,644.4% | +2,128.8% |
| All | +2,698.1% | +54.6% | +2,643.6% | +2,128.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM 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 MMM 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