+2,650.1%
TSLA vs MTB
+172.9%
+2,477.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.3% |
| 7D | -3.4% | -0.4% | -3.0% | -3.2% |
| 30D | +9.2% | -4.6% | +13.8% | +11.2% |
| 3M | -4.7% | +7.4% | -12.2% | -7.4% |
| 6M | -8.9% | +18.7% | -27.6% | -15.2% |
| YTD | -19.2% | +21.1% | -40.2% | -25.5% |
| 1Y | +4.5% | +24.1% | -19.5% | -4.9% |
| 3Y | +46.3% | +115.3% | -69.0% | +10.4% |
| 5Y | +48.1% | +106.0% | -57.9% | +13.1% |
| All | +2,650.1% | +172.9% | +2,477.2% | +2,019.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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