-7.7%
MDB vs TEVA
+106.6%
-114.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -1.9% | -2.1% |
| 7D | -16.5% | +4.7% | -21.2% | -16.9% |
| 30D | -8.6% | +5.5% | -14.1% | -9.0% |
| 3M | -13.6% | +21.6% | -35.1% | -14.8% |
| 6M | +24.1% | +18.4% | +5.7% | +22.3% |
| YTD | -21.8% | +34.1% | -55.8% | -23.9% |
| 1Y | -7.7% | +104.5% | -112.3% | -8.0% |
| All | -7.7% | +106.6% | -114.3% | -8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling