+63.4%
TSLA vs MMM
+156.3%
-92.9%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.4% | +5.6% | +4.7% |
| 7D | -10.4% | +6.2% | -16.6% | -12.4% |
| 30D | -5.2% | +14.2% | -19.4% | -9.9% |
| 3M | +12.1% | +2.9% | +9.2% | +10.7% |
| 6M | -10.2% | +27.6% | -37.7% | -18.7% |
| YTD | -20.3% | +17.3% | -37.6% | -25.8% |
| 1Y | -19.7% | +15.1% | -34.8% | -24.7% |
| 3Y | +63.4% | +157.1% | -93.8% | +37.8% |
| All | +63.4% | +156.3% | -92.9% | +37.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling