+81.7%
MDLZ vs TEVA
-22.9%
+104.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.1% | -0.2% |
| 7D | +1.9% | +2.0% | -0.1% | +1.7% |
| 30D | +0.4% | +1.0% | -0.5% | +0.3% |
| 3M | -0.6% | +7.3% | -7.9% | -1.3% |
| 6M | +14.7% | +21.7% | -7.0% | +12.6% |
| YTD | +18.0% | +18.8% | -0.9% | +15.9% |
| 1Y | +4.1% | +86.5% | -82.4% | -1.7% |
| 3Y | -4.6% | +269.4% | -274.0% | -16.6% |
| 5Y | +18.4% | +303.6% | -285.2% | +1.0% |
| All | +81.7% | -22.9% | +104.6% | +60.0% |
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 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