+6,770.4%
MELI vs TEVA
+9.5%
+6,760.9%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.5% | -1.1% |
| 7D | -4.1% | +2.0% | -6.1% | -4.7% |
| 30D | +3.8% | +1.0% | +2.8% | +3.4% |
| 3M | +17.8% | +7.3% | +10.5% | +14.8% |
| 6M | +7.4% | +21.7% | -14.3% | +0.2% |
| YTD | -5.8% | +18.8% | -24.6% | -11.6% |
| 1Y | -18.9% | +86.5% | -105.3% | -34.7% |
| 3Y | +33.3% | +269.4% | -236.1% | -20.0% |
| 5Y | +2.7% | +303.6% | -300.9% | -42.0% |
| 10Y | +962.9% | -22.9% | +985.9% | +884.7% |
| All | +6,770.4% | +9.5% | +6,760.9% | +3,876.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling