+2,681.1%
TSLA vs MPC
+1,096.9%
+1,584.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.2% | +5.4% | +4.6% |
| 7D | -10.4% | -16.2% | +5.8% | -5.7% |
| 30D | -5.2% | -15.7% | +10.5% | -0.7% |
| 3M | +12.1% | +24.9% | -12.8% | +4.0% |
| 6M | -10.2% | +52.7% | -62.8% | -21.9% |
| YTD | -20.3% | +131.9% | -152.2% | -39.8% |
| 1Y | -19.7% | +96.6% | -116.3% | -36.3% |
| 3Y | +63.4% | +163.8% | -100.4% | +16.0% |
| 5Y | -12.1% | +533.1% | -545.2% | -53.3% |
| All | +2,681.1% | +1,096.9% | +1,584.2% | +1,109.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling