-17.8%
MP vs TEVA
+84.1%
-101.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.4% | -4.1% | -5.3% |
| 7D | -4.6% | -0.7% | -3.8% | -4.5% |
| 30D | -7.1% | -0.4% | -6.7% | -6.9% |
| 3M | -4.0% | +8.2% | -12.2% | -4.0% |
| 6M | -16.7% | +15.3% | -32.0% | -18.7% |
| YTD | +1.6% | +16.5% | -14.9% | +0.1% |
| 1Y | -17.8% | +85.7% | -103.6% | -13.9% |
| All | -17.8% | +84.1% | -101.9% | -13.9% |
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