+2,794.9%
MMM vs TEVA
+6,974.4%
-4,179.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.8% |
| 7D | -1.6% | +1.6% | -3.2% | -1.8% |
| 30D | -8.0% | +4.0% | -12.0% | -8.5% |
| 3M | +9.4% | +10.5% | -1.2% | +7.7% |
| 6M | +10.2% | +18.4% | -8.1% | +7.4% |
| YTD | +6.1% | +17.8% | -11.7% | +3.3% |
| 1Y | +10.8% | +90.5% | -79.7% | +0.9% |
| 3Y | +104.8% | +282.1% | -177.3% | +66.7% |
| 5Y | +27.0% | +291.9% | -264.9% | +1.1% |
| 10Y | +53.8% | -24.9% | +78.6% | +39.7% |
| All | +2,794.9% | +6,974.4% | -4,179.5% | +1,711.1% |
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