+5,982.8%
MCD vs TEVA
+6,974.4%
-991.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.1% |
| 7D | -2.0% | +1.6% | -3.6% | -2.2% |
| 30D | -6.1% | +4.0% | -10.1% | -6.5% |
| 3M | -7.3% | +10.5% | -17.8% | -8.3% |
| 6M | -20.9% | +18.4% | -39.3% | -22.5% |
| YTD | -14.7% | +17.8% | -32.4% | -16.3% |
| 1Y | -16.1% | +90.5% | -106.6% | -21.7% |
| 3Y | -1.5% | +282.1% | -283.6% | -15.7% |
| 5Y | +20.4% | +291.9% | -271.5% | +1.0% |
| 10Y | +180.0% | -24.9% | +204.9% | +159.9% |
| All | +5,982.8% | +6,974.4% | -991.7% | +3,441.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded TEVA 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling