+43.2%
MCO vs TEVA
+280.8%
-237.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.0% | -0.4% | +1.4% |
| 7D | -3.8% | +2.0% | -5.8% | -4.0% |
| 30D | -0.4% | +1.0% | -1.3% | -0.5% |
| 3M | +7.7% | +7.3% | +0.4% | +6.8% |
| 6M | +7.0% | +21.7% | -14.7% | +4.5% |
| YTD | -6.4% | +18.8% | -25.2% | -8.4% |
| 1Y | -7.6% | +86.5% | -94.1% | -13.9% |
| 3Y | +43.2% | +269.4% | -226.2% | +18.6% |
| All | +43.2% | +280.8% | -237.6% | +18.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling