+37.0%
MDT vs TEVA
-22.9%
+59.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.8% | -1.0% |
| 7D | -3.4% | +2.0% | -5.4% | -3.7% |
| 30D | +0.2% | +1.0% | -0.7% | +0.1% |
| 3M | +14.3% | +7.3% | +6.9% | +13.0% |
| 6M | +4.0% | +21.7% | -17.7% | +1.0% |
| YTD | -3.7% | +18.8% | -22.5% | -6.2% |
| 1Y | -0.4% | +86.5% | -86.8% | -8.8% |
| 3Y | +23.3% | +269.4% | -246.1% | +0.4% |
| 5Y | -18.9% | +303.6% | -322.5% | -36.2% |
| All | +37.0% | -22.9% | +59.9% | +16.3% |
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 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