-20.7%
MDLN vs TEVA
+23.1%
-43.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.0% | -1.6% | -0.1% |
| 7D | -11.1% | +2.0% | -13.1% | -11.6% |
| 30D | -8.4% | +1.0% | -9.3% | -8.6% |
| 3M | -12.4% | +7.3% | -19.7% | -14.2% |
| 6M | -23.3% | +21.7% | -45.0% | -27.9% |
| YTD | -22.5% | +18.8% | -41.4% | -29.7% |
| All | -20.7% | +23.1% | -43.8% | -30.1% |
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