+243.8%
MET vs TEVA
-22.9%
+266.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.0% | -1.7% | 0.0% |
| 7D | -0.5% | +2.0% | -2.5% | -0.9% |
| 30D | +0.5% | +1.0% | -0.5% | +0.2% |
| 3M | +11.6% | +7.3% | +4.3% | +9.7% |
| 6M | +40.8% | +21.7% | +19.1% | +34.5% |
| YTD | +25.7% | +18.8% | +6.8% | +20.5% |
| 1Y | +24.4% | +86.5% | -62.1% | +8.4% |
| 3Y | +67.5% | +269.4% | -202.0% | +21.5% |
| 5Y | +85.8% | +303.6% | -217.8% | +27.7% |
| All | +243.8% | -22.9% | +266.7% | +179.4% |
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