+199.5%
MCHP vs TEVA
-22.9%
+222.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.0% | +1.6% | +3.1% |
| 7D | 0.0% | +2.0% | -2.0% | -0.4% |
| 30D | -6.0% | +1.0% | -7.0% | -6.3% |
| 3M | -19.7% | +7.3% | -27.0% | -21.6% |
| 6M | +14.0% | +21.7% | -7.7% | +7.6% |
| YTD | +18.4% | +18.8% | -0.4% | +12.4% |
| 1Y | +17.1% | +86.5% | -69.4% | -1.3% |
| 3Y | +0.7% | +269.4% | -268.7% | -30.6% |
| 5Y | +5.1% | +303.6% | -298.5% | -31.5% |
| All | +199.5% | -22.9% | +222.4% | +94.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling