+12.0%
TSLA vs MULL
+2,620.5%
-2,608.5%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.4% | -5.5% | -0.9% |
| 7D | +3.0% | +14.8% | -11.8% | +0.7% |
| 30D | +11.2% | +36.6% | -25.4% | +5.3% |
| 3M | -7.3% | -8.9% | +1.6% | -12.3% |
| 6M | -7.7% | +311.9% | -319.7% | -37.6% |
| YTD | -18.2% | +579.8% | -598.1% | -52.3% |
| 1Y | +6.0% | +2,421.5% | -2,415.5% | -57.6% |
| All | +12.0% | +2,620.5% | -2,608.5% | -63.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling