-10.8%
MDLN vs TEVA
+20.7%
-31.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | +3.7% | -0.2% | +3.9% | +3.8% |
| 30D | -0.2% | +4.7% | -4.9% | -1.4% |
| 3M | +6.2% | +5.6% | +0.6% | +4.3% |
| 6M | -14.7% | +10.5% | -25.2% | -17.6% |
| YTD | -12.9% | +16.5% | -29.4% | -20.5% |
| All | -10.8% | +20.7% | -31.5% | -21.0% |
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