-15.0%
MP vs TEVA
+93.8%
-108.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.5% |
| 7D | -2.9% | -0.2% | -2.6% | -2.8% |
| 30D | +13.8% | +4.7% | +9.1% | +13.6% |
| 3M | -16.7% | +5.6% | -22.3% | -16.5% |
| 6M | -11.5% | +10.5% | -22.0% | -13.5% |
| YTD | +7.9% | +16.5% | -8.6% | +6.4% |
| 1Y | -15.0% | +96.8% | -111.8% | -8.5% |
| All | -15.0% | +93.8% | -108.9% | -8.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling