+1,198.5%
MET vs TEVA
+445.0%
+753.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.5% |
| 7D | -2.5% | -0.7% | -1.7% | -2.3% |
| 30D | 0.0% | -0.4% | +0.3% | 0.0% |
| 3M | +13.1% | +8.2% | +4.8% | +10.2% |
| 6M | +39.0% | +15.3% | +23.7% | +32.6% |
| YTD | +25.2% | +16.5% | +8.7% | +18.9% |
| 1Y | +25.6% | +85.7% | -60.1% | +4.5% |
| 3Y | +67.1% | +277.9% | -210.8% | +8.2% |
| 5Y | +85.1% | +295.5% | -210.4% | +12.7% |
| 10Y | +245.5% | -24.5% | +269.9% | +204.5% |
| All | +1,198.5% | +445.0% | +753.5% | +640.2% |
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