+63.4%
TSLA vs MPC
+160.2%
-96.8%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.2% | +5.4% | +4.6% |
| 7D | -10.4% | -16.2% | +5.8% | -6.2% |
| 30D | -5.2% | -15.7% | +10.5% | -1.3% |
| 3M | +12.1% | +24.9% | -12.8% | +3.7% |
| 6M | -10.2% | +52.7% | -62.8% | -22.3% |
| YTD | -20.3% | +131.9% | -152.2% | -42.2% |
| 1Y | -19.7% | +96.6% | -116.3% | -37.8% |
| 3Y | +63.4% | +163.8% | -100.4% | +7.5% |
| All | +63.4% | +160.2% | -96.8% | +7.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling