+1,017.5%
MDB vs TEVA
+154.1%
+863.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.4% | +0.6% |
| 7D | -4.5% | -1.7% | -2.8% | -4.2% |
| 30D | -14.0% | +2.0% | -16.0% | -14.6% |
| 3M | +5.3% | +7.0% | -1.6% | +3.0% |
| 6M | +31.9% | +17.0% | +14.9% | +25.3% |
| YTD | -14.6% | +18.1% | -32.7% | -18.9% |
| 1Y | +8.2% | +87.2% | -79.0% | -9.4% |
| 3Y | -5.0% | +283.1% | -288.1% | -36.4% |
| 5Y | -24.5% | +298.4% | -322.9% | -51.3% |
| All | +1,017.5% | +154.1% | +863.3% | +657.2% |
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 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