+23.3%
MDT vs TEVA
+280.8%
-257.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.8% | -0.9% |
| 7D | -3.4% | +2.0% | -5.4% | -3.6% |
| 30D | +0.2% | +1.0% | -0.7% | +0.1% |
| 3M | +14.3% | +7.3% | +6.9% | +13.5% |
| 6M | +4.0% | +21.7% | -17.7% | +2.1% |
| YTD | -3.7% | +18.8% | -22.5% | -5.2% |
| 1Y | -0.4% | +86.5% | -86.8% | -5.1% |
| 3Y | +23.3% | +269.4% | -246.1% | +6.3% |
| All | +23.3% | +280.8% | -257.5% | +6.3% |
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