+159.3%
MP vs TEVA
+417.4%
-258.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.9% | +1.6% | +3.3% |
| 7D | +9.5% | +4.4% | +5.0% | +9.0% |
| 30D | -3.0% | +9.3% | -12.3% | -3.8% |
| 3M | -30.4% | +21.9% | -52.2% | -31.6% |
| 6M | -39.2% | +22.8% | -61.9% | -40.3% |
| YTD | -23.3% | +42.6% | -65.9% | -25.8% |
| 1Y | -32.6% | +74.2% | -106.9% | -35.6% |
| 3Y | +159.3% | +404.5% | -245.3% | +95.0% |
| All | +159.3% | +417.4% | -258.2% | +95.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling