-16.0%
MCD vs TEVA
+89.1%
-105.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.2% | -0.4% |
| 7D | -1.2% | +2.0% | -3.2% | -1.4% |
| 30D | -7.8% | +1.0% | -8.7% | -7.9% |
| 3M | -10.7% | +7.3% | -18.0% | -11.4% |
| 6M | -21.3% | +21.7% | -43.0% | -22.9% |
| YTD | -15.8% | +18.8% | -34.6% | -17.5% |
| 1Y | -16.0% | +86.5% | -102.5% | -21.2% |
| All | -16.0% | +89.1% | -105.2% | -21.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling