-15.1%
TSLA vs MPC
+105.0%
-120.1%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.6% | +0.9% | +5.4% |
| 7D | -6.4% | -9.4% | +3.0% | -6.5% |
| 30D | -1.2% | -14.3% | +13.1% | -1.6% |
| 3M | +15.1% | +31.1% | -16.0% | +14.3% |
| 6M | -11.7% | +60.3% | -72.0% | -11.8% |
| YTD | -15.9% | +142.5% | -158.5% | -17.4% |
| All | -15.1% | +105.0% | -120.1% | -16.5% |
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 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