+380.3%
MCO vs TEVA
-22.9%
+403.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.0% | -0.4% | +1.3% |
| 7D | -3.8% | +2.0% | -5.8% | -4.1% |
| 30D | -0.4% | +1.0% | -1.3% | -0.6% |
| 3M | +7.7% | +7.3% | +0.4% | +6.2% |
| 6M | +7.0% | +21.7% | -14.7% | +3.1% |
| YTD | -6.4% | +18.8% | -25.2% | -9.6% |
| 1Y | -7.6% | +86.5% | -94.1% | -17.6% |
| 3Y | +43.2% | +269.4% | -226.2% | +10.4% |
| 5Y | +29.6% | +303.6% | -274.0% | -4.2% |
| All | +380.3% | -22.9% | +403.2% | +303.2% |
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 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