-0.9%
TSLA vs MXL
+366.1%
-367.0%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.5% | -7.0% | -0.2% |
| 7D | +3.2% | +18.9% | -15.6% | +1.4% |
| 30D | +11.6% | +0.3% | +11.3% | +11.1% |
| 3M | -8.4% | -8.0% | -0.4% | -8.9% |
| 6M | -10.4% | +341.2% | -351.6% | -29.5% |
| YTD | -18.7% | +327.8% | -346.6% | -36.8% |
| 1Y | -0.9% | +364.9% | -365.8% | -27.3% |
| All | -0.9% | +366.1% | -367.0% | -27.3% |
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