-13.3%
TSLA vs MPC
+122.9%
-136.2%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -8.1% | +4.8% | -3.4% |
| 7D | -4.7% | -10.9% | +6.2% | -4.9% |
| 30D | +1.7% | -9.4% | +11.1% | +1.4% |
| 3M | +17.7% | +26.0% | -8.3% | +17.1% |
| 6M | -1.9% | +56.5% | -58.4% | -1.8% |
| YTD | -14.3% | +144.3% | -158.6% | -15.0% |
| 1Y | -13.3% | +117.2% | -130.5% | -15.1% |
| All | -13.3% | +122.9% | -136.2% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 1y: compounded portfolio wealth divided by compounded MPC 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…
1y analysis · Full analysis span regression · 6 months rolling