+1,064.5%
MOD vs TEVA
+15.4%
+1,049.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | +1.9% | +25.9% | +27.4% |
| 7D | +40.4% | +4.4% | +36.0% | +39.1% |
| 30D | -14.0% | +9.3% | -23.3% | -15.7% |
| 3M | -33.3% | +21.9% | -55.2% | -36.5% |
| 6M | -51.4% | +22.8% | -74.2% | -54.1% |
| YTD | +1.6% | +42.6% | -41.0% | -7.8% |
| 1Y | +5.4% | +74.2% | -68.9% | -8.8% |
| 3Y | +191.0% | +404.5% | -213.5% | +84.6% |
| 5Y | +1,093.1% | +367.9% | +725.2% | +648.7% |
| All | +1,064.5% | +15.4% | +1,049.0% | +644.5% |
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