+34.4%
TSLA vs MTB
+112.6%
-78.1%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | +3.0% | +1.1% | +2.0% | +2.3% |
| 30D | +11.2% | -4.6% | +15.8% | +14.5% |
| 3M | -7.3% | +6.3% | -13.5% | -11.0% |
| 6M | -7.7% | +15.6% | -23.3% | -17.0% |
| YTD | -18.2% | +20.6% | -38.8% | -29.1% |
| 1Y | +6.0% | +22.5% | -16.5% | -9.8% |
| All | +34.4% | +112.6% | -78.1% | -12.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling