+833.2%
MOD vs TEVA
+361.4%
+471.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.5% | -0.8% |
| 7D | +16.1% | +4.5% | +11.6% | +14.9% |
| 30D | -38.5% | +5.8% | -44.3% | -39.3% |
| 3M | -46.8% | +18.8% | -65.6% | -49.0% |
| 6M | -61.6% | +21.9% | -83.5% | -63.6% |
| YTD | -20.5% | +39.9% | -60.4% | -27.6% |
| 1Y | -28.0% | +69.0% | -97.0% | -37.4% |
| 3Y | +134.9% | +402.9% | -267.9% | +42.4% |
| 5Y | +833.2% | +359.0% | +474.2% | +473.0% |
| All | +833.2% | +361.4% | +471.7% | +473.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling