+457.4%
MDLZ vs TEVA
+215.6%
+241.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.4% |
| 7D | 0.0% | +1.6% | -1.5% | -0.1% |
| 30D | -1.6% | +4.0% | -5.5% | -2.0% |
| 3M | +0.9% | +10.5% | -9.6% | -0.4% |
| 6M | +7.3% | +18.4% | -11.1% | +5.0% |
| YTD | +16.4% | +17.8% | -1.3% | +13.8% |
| 1Y | +3.0% | +90.5% | -87.5% | -5.1% |
| 3Y | -3.7% | +282.1% | -285.8% | -20.3% |
| 5Y | +15.6% | +291.9% | -276.3% | -6.7% |
| 10Y | +79.0% | -24.9% | +103.8% | +70.0% |
| All | +457.4% | +215.6% | +241.8% | +326.2% |
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