+413.2%
MP vs TEVA
+190.1%
+223.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.4% | -4.1% | -5.1% |
| 7D | -4.6% | -0.7% | -3.8% | -4.4% |
| 30D | -7.1% | -0.4% | -6.7% | -6.9% |
| 3M | -4.0% | +8.2% | -12.2% | -6.3% |
| 6M | -16.7% | +15.3% | -32.0% | -20.6% |
| YTD | +1.6% | +16.5% | -14.9% | -3.3% |
| 1Y | -17.8% | +85.7% | -103.6% | -31.9% |
| 3Y | +139.6% | +277.9% | -138.3% | +42.8% |
| 5Y | +50.5% | +295.5% | -245.1% | -14.6% |
| All | +413.2% | +190.1% | +223.1% | +235.4% |
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