+418.5%
TSLA vs MP
+240.8%
+177.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -6.0% | -4.7% | -9.3% |
| 7D | -14.8% | -19.0% | +4.2% | -10.3% |
| 30D | -9.7% | -30.5% | +20.8% | -1.7% |
| 3M | +6.9% | -29.6% | +36.5% | +15.7% |
| 6M | -11.7% | -50.4% | +38.7% | +2.6% |
| YTD | -23.6% | -33.2% | +9.6% | -18.9% |
| 1Y | -25.6% | -38.6% | +13.0% | -20.3% |
| 3Y | +56.3% | +105.5% | -49.2% | +0.3% |
| 5Y | -15.6% | -7.8% | -7.8% | -33.1% |
| All | +418.5% | +240.8% | +177.7% | +247.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling