+488.7%
TSLA vs MP
+291.5%
+197.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.5% | -5.3% | -2.7% |
| 7D | +8.9% | +9.5% | -0.5% | +6.6% |
| 30D | +6.3% | -3.0% | +9.3% | +6.9% |
| 3M | +14.8% | -30.4% | +45.1% | +24.5% |
| 6M | -12.4% | -39.2% | +26.8% | -2.8% |
| YTD | -13.2% | -23.3% | +10.0% | -11.0% |
| 1Y | -2.9% | -32.6% | +29.7% | +2.1% |
| 3Y | +74.4% | +159.3% | -84.8% | +5.2% |
| 5Y | +13.3% | -16.4% | +29.7% | -8.6% |
| All | +488.7% | +291.5% | +197.2% | +281.4% |
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