+961.1%
MELI vs TEVA
-22.9%
+984.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.5% | -0.9% |
| 7D | -4.1% | +2.0% | -6.1% | -4.6% |
| 30D | +3.8% | +1.0% | +2.8% | +3.5% |
| 3M | +17.8% | +7.3% | +10.5% | +15.5% |
| 6M | +7.4% | +21.7% | -14.3% | +1.9% |
| YTD | -5.8% | +18.8% | -24.6% | -10.2% |
| 1Y | -18.9% | +86.5% | -105.3% | -31.1% |
| 3Y | +33.3% | +269.4% | -236.1% | -9.5% |
| 5Y | +2.7% | +303.6% | -300.9% | -33.5% |
| All | +961.1% | -22.9% | +984.0% | +682.0% |
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