+33.3%
MELI vs TEVA
+280.8%
-247.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.5% | -0.7% |
| 7D | -4.1% | +2.0% | -6.1% | -4.3% |
| 30D | +3.8% | +1.0% | +2.8% | +3.6% |
| 3M | +17.8% | +7.3% | +10.5% | +16.7% |
| 6M | +7.4% | +21.7% | -14.3% | +4.7% |
| YTD | -5.8% | +18.8% | -24.6% | -8.0% |
| 1Y | -18.9% | +86.5% | -105.3% | -24.3% |
| 3Y | +33.3% | +269.4% | -236.1% | +3.3% |
| All | +33.3% | +280.8% | -247.5% | +3.3% |
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