+4.6%
TSLA vs MXL
+316.6%
-312.0%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +5.5% | -11.5% | -6.5% |
| 7D | +1.5% | +1.6% | -0.1% | +1.3% |
| 30D | +10.1% | -7.0% | +17.1% | +10.4% |
| 3M | -15.4% | -33.4% | +18.0% | -13.5% |
| 6M | -12.8% | +260.2% | -272.9% | -29.8% |
| YTD | -21.3% | +260.0% | -281.2% | -37.8% |
| 1Y | +4.6% | +303.5% | -298.9% | -21.5% |
| All | +4.6% | +316.6% | -312.0% | -21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 1y: compounded portfolio wealth divided by compounded MXL 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…
1y analysis · Full analysis span regression · 6 months rolling