+48.1%
TSLA vs MXL
+29.7%
+18.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.0% | +1.9% | -0.4% |
| 7D | -3.4% | +16.6% | -20.0% | -7.3% |
| 30D | +9.2% | +0.5% | +8.8% | +7.8% |
| 3M | -4.7% | -3.6% | -1.1% | -9.0% |
| 6M | -8.9% | +328.0% | -337.0% | -52.9% |
| YTD | -19.2% | +297.8% | -317.0% | -57.8% |
| 1Y | +4.5% | +339.4% | -334.9% | -48.3% |
| 3Y | +46.3% | +201.7% | -155.4% | -30.8% |
| 5Y | +48.1% | +32.8% | +15.4% | +9.5% |
| All | +48.1% | +29.7% | +18.4% | +9.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling