+2,664.3%
TSLA vs MTUM
+357.8%
+2,306.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | -1.2% |
| 7D | +3.2% | +0.7% | +2.5% | +2.2% |
| 30D | +11.6% | -2.4% | +14.0% | +14.9% |
| 3M | -8.4% | -3.6% | -4.8% | -5.7% |
| 6M | -10.4% | +23.7% | -34.1% | -36.0% |
| YTD | -18.7% | +22.9% | -41.7% | -41.8% |
| 1Y | -0.9% | +21.8% | -22.7% | -27.8% |
| 3Y | +33.6% | +114.4% | -80.9% | -54.9% |
| 5Y | +48.9% | +79.6% | -30.7% | -32.6% |
| All | +2,664.3% | +357.8% | +2,306.5% | +355.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 MTUM 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