-7.6%
TSLA vs MMM
+44.4%
-52.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.4% | +5.6% | +4.8% |
| 7D | -10.4% | +6.2% | -16.6% | -12.9% |
| 30D | -5.2% | +14.2% | -19.4% | -11.0% |
| 3M | +12.1% | +2.9% | +9.2% | +10.2% |
| 6M | -10.2% | +27.6% | -37.7% | -20.5% |
| YTD | -20.3% | +17.3% | -37.6% | -27.0% |
| 1Y | -19.7% | +15.1% | -34.8% | -25.8% |
| 3Y | +63.4% | +157.1% | -93.8% | +3.2% |
| All | -7.6% | +44.4% | -52.0% | -29.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling