+7,291.9%
MCO vs TEVA
+1,368.9%
+5,923.0%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.0% | -0.4% | +1.2% |
| 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% | +5.9% |
| 6M | +7.0% | +21.7% | -14.7% | +2.4% |
| YTD | -6.4% | +18.8% | -25.2% | -10.2% |
| 1Y | -7.6% | +86.5% | -94.1% | -19.3% |
| 3Y | +43.2% | +269.4% | -226.2% | +5.7% |
| 5Y | +29.6% | +303.6% | -274.0% | -9.0% |
| 10Y | +389.2% | -22.9% | +412.2% | +331.6% |
| All | +7,291.9% | +1,368.9% | +5,923.0% | +4,312.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling