+18.9%
MCD vs TEVA
+290.4%
-271.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | -0.1% |
| 7D | -2.5% | -0.7% | -1.8% | -2.5% |
| 30D | -7.0% | -0.4% | -6.7% | -7.0% |
| 3M | -9.8% | +8.2% | -18.0% | -10.3% |
| 6M | -21.8% | +15.3% | -37.1% | -22.5% |
| YTD | -15.6% | +16.5% | -32.0% | -16.5% |
| 1Y | -15.2% | +85.7% | -100.9% | -18.3% |
| 3Y | -2.6% | +277.9% | -280.4% | -11.5% |
| 5Y | +18.9% | +295.5% | -276.7% | +5.0% |
| All | +18.9% | +290.4% | -271.6% | +5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling