+3,185.6%
TSLA vs MMM
+75.7%
+3,109.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +2.3% |
| 7D | +15.6% | -0.8% | +16.5% | +16.0% |
| 30D | +5.9% | +14.4% | -8.5% | -0.5% |
| 3M | +21.4% | +1.8% | +19.6% | +19.8% |
| 6M | -8.3% | +31.3% | -39.6% | -19.5% |
| YTD | -11.6% | +18.0% | -29.6% | -19.0% |
| 1Y | -7.7% | +10.9% | -18.6% | -13.1% |
| 3Y | +85.2% | +160.6% | -75.4% | +17.7% |
| 5Y | +15.4% | +44.5% | -29.1% | -5.5% |
| All | +3,185.6% | +75.7% | +3,109.9% | +2,436.8% |
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