+1,029.4%
MDB vs TEVA
+155.8%
+873.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.0% | -5.2% | -3.6% |
| 7D | -1.8% | +2.0% | -3.8% | -2.3% |
| 30D | -17.3% | +1.0% | -18.2% | -17.7% |
| 3M | +2.2% | +7.3% | -5.1% | -0.2% |
| 6M | +33.9% | +21.7% | +12.1% | +25.9% |
| YTD | -13.7% | +18.8% | -32.5% | -18.2% |
| 1Y | +9.1% | +86.5% | -77.4% | -8.6% |
| 3Y | -8.1% | +269.4% | -277.6% | -37.9% |
| 5Y | -25.9% | +303.6% | -329.5% | -52.3% |
| All | +1,029.4% | +155.8% | +873.6% | +663.8% |
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