-4.5%
MDLZ vs TEVA
+273.2%
-277.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.4% | +0.2% |
| 7D | +1.7% | -0.7% | +2.4% | +1.7% |
| 30D | +1.1% | -0.4% | +1.5% | +1.1% |
| 3M | -1.8% | +8.2% | -10.1% | -2.4% |
| 6M | +12.3% | +15.3% | -3.0% | +11.2% |
| YTD | +18.0% | +16.5% | +1.6% | +16.9% |
| 1Y | +3.8% | +85.7% | -81.9% | +1.1% |
| All | -4.5% | +273.2% | -277.7% | -12.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling