+2,664.3%
TSLA vs MTZ
+773.6%
+1,890.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.5% | -3.0% | -0.6% |
| 7D | +3.2% | +1.4% | +1.9% | +2.7% |
| 30D | +11.6% | -14.5% | +26.1% | +17.1% |
| 3M | -8.4% | -32.9% | +24.5% | +2.4% |
| 6M | -10.4% | -20.8% | +10.5% | -5.6% |
| YTD | -18.7% | +10.6% | -29.3% | -23.9% |
| 1Y | -0.9% | +27.1% | -28.0% | -11.6% |
| 3Y | +33.6% | +166.1% | -132.6% | -7.9% |
| 5Y | +48.9% | +170.7% | -121.8% | -0.5% |
| All | +2,664.3% | +773.6% | +1,890.7% | +1,294.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 MTZ 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