+22,131.9%
TSLA vs MUB
+53.6%
+22,078.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | 0.0% | -6.0% | -5.9% |
| 7D | +1.5% | -0.9% | +2.4% | +2.3% |
| 30D | +10.1% | -1.4% | +11.5% | +11.6% |
| 3M | -15.4% | -2.2% | -13.2% | -13.6% |
| 6M | -12.8% | -1.9% | -10.9% | -11.1% |
| YTD | -21.3% | -0.8% | -20.5% | -20.5% |
| 1Y | +4.6% | +2.7% | +1.9% | +2.6% |
| 3Y | +44.5% | +8.6% | +35.9% | +35.7% |
| 5Y | +44.8% | +2.0% | +42.8% | +41.4% |
| 10Y | +2,585.4% | +17.9% | +2,567.5% | +2,458.7% |
| All | +22,131.9% | +53.6% | +22,078.3% | +18,350.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 all: compounded portfolio wealth divided by compounded MUB 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…
all analysis · Full analysis span regression · 6 months rolling