-18.2%
MELI vs TEVA
+93.8%
-112.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.5% |
| 7D | +0.6% | -0.2% | +0.8% | +0.6% |
| 30D | +2.9% | +4.7% | -1.8% | +2.3% |
| 3M | +21.0% | +5.6% | +15.4% | +20.1% |
| 6M | +11.8% | +10.5% | +1.3% | +9.3% |
| YTD | -1.8% | +16.5% | -18.3% | -3.9% |
| 1Y | -18.2% | +96.8% | -114.9% | -19.8% |
| All | -18.2% | +93.8% | -112.0% | -19.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling