+472.9%
TSLA vs MP
+268.3%
+204.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +3.0% | +3.1% | +5.3% |
| 7D | -4.7% | -3.6% | -1.1% | -3.7% |
| 30D | -0.8% | -21.0% | +20.2% | +4.9% |
| 3M | +14.8% | -33.3% | +48.1% | +25.9% |
| 6M | -11.3% | -45.9% | +34.6% | +1.1% |
| YTD | -15.6% | -27.8% | +12.3% | -12.0% |
| 1Y | -14.7% | -43.2% | +28.5% | -6.4% |
| 3Y | +76.9% | +144.0% | -67.1% | +8.4% |
| 5Y | +6.7% | -6.1% | +12.8% | -15.5% |
| All | +472.9% | +268.3% | +204.6% | +276.9% |
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