+11.2%
TSLA vs MULL
+2,337.2%
-2,325.9%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.7% |
| 7D | +3.2% | -8.4% | +11.6% | +4.4% |
| 30D | +11.6% | +9.7% | +1.9% | +9.2% |
| 3M | -8.4% | -26.8% | +18.3% | -10.2% |
| 6M | -10.4% | +220.7% | -231.1% | -36.7% |
| YTD | -18.7% | +509.0% | -527.8% | -51.8% |
| 1Y | -0.9% | +1,739.5% | -1,740.4% | -57.6% |
| All | +11.2% | +2,337.2% | -2,325.9% | -63.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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