+297.0%
MOD vs TEVA
+278.3%
+18.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.2% | -3.6% | -3.4% |
| 7D | +3.6% | -1.7% | +5.3% | +3.9% |
| 30D | -2.6% | +2.0% | -4.6% | -3.1% |
| 3M | -33.1% | +7.0% | -40.1% | -34.3% |
| 6M | -7.5% | +17.0% | -24.5% | -11.4% |
| YTD | +39.3% | +18.1% | +21.2% | +33.4% |
| 1Y | +34.3% | +87.2% | -53.0% | +16.3% |
| All | +297.0% | +278.3% | +18.7% | +160.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling