+489.6%
TSLA vs MP
+271.0%
+218.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.7% | +2.2% | +2.7% |
| 7D | +1.5% | +2.3% | -0.8% | +1.0% |
| 30D | +3.4% | -15.3% | +18.7% | +7.5% |
| 3M | +17.4% | -33.5% | +50.9% | +28.9% |
| 6M | -12.2% | -45.5% | +33.3% | 0.0% |
| YTD | -13.1% | -27.3% | +14.2% | -9.6% |
| 1Y | -11.1% | -40.7% | +29.6% | -3.5% |
| 3Y | +82.1% | +145.9% | -63.8% | +11.3% |
| 5Y | +10.3% | -13.9% | +24.2% | -11.3% |
| All | +489.6% | +271.0% | +218.6% | +287.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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