+440.4%
TSLA vs MP
+257.7%
+182.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.9% | -0.7% | +3.0% |
| 7D | -10.4% | -10.5% | +0.1% | -7.9% |
| 30D | -5.2% | -23.5% | +18.4% | +1.0% |
| 3M | +12.1% | -25.4% | +37.5% | +19.7% |
| 6M | -10.2% | -51.3% | +41.1% | +4.9% |
| YTD | -20.3% | -29.9% | +9.6% | -16.5% |
| 1Y | -19.7% | -31.8% | +12.2% | -16.0% |
| 3Y | +63.4% | +127.0% | -63.6% | +2.0% |
| 5Y | -12.1% | -3.3% | -8.8% | -31.1% |
| All | +440.4% | +257.7% | +182.7% | +258.0% |
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