+287.6%
MP vs TEVA
+255.1%
+32.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.9% | +1.6% | +3.0% |
| 7D | +9.5% | +4.4% | +5.0% | +8.2% |
| 30D | -3.0% | +9.3% | -12.3% | -5.2% |
| 3M | -30.4% | +21.9% | -52.2% | -33.9% |
| 6M | -39.2% | +22.8% | -61.9% | -42.8% |
| YTD | -23.3% | +42.6% | -65.9% | -30.9% |
| 1Y | -32.6% | +74.2% | -106.9% | -42.5% |
| 3Y | +159.3% | +404.5% | -245.3% | +41.8% |
| 5Y | -16.4% | +367.9% | -384.4% | -54.5% |
| All | +287.6% | +255.1% | +32.5% | +139.8% |
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