+3,125.8%
TSLA vs MTB
+115.1%
+3,010.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -2.1% |
| 7D | +8.9% | +1.5% | +7.4% | +8.3% |
| 30D | +6.3% | +2.3% | +3.9% | +5.3% |
| 3M | +14.8% | -12.1% | +26.9% | +20.7% |
| 6M | -12.4% | +9.8% | -22.2% | -15.7% |
| YTD | -13.2% | +12.0% | -25.2% | -17.6% |
| 1Y | -2.9% | +22.0% | -25.0% | -11.1% |
| 3Y | +74.4% | +107.6% | -33.2% | +33.2% |
| 5Y | +13.3% | +61.9% | -48.6% | -7.0% |
| All | +3,125.8% | +115.1% | +3,010.7% | +2,395.7% |
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