+62.7%
MP vs TEVA
+294.1%
-231.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.2% | -2.0% |
| 7D | -0.7% | -1.7% | +1.0% | -0.3% |
| 30D | -0.7% | +2.0% | -2.6% | -1.1% |
| 3M | 0.0% | +7.0% | -7.0% | -2.0% |
| 6M | -10.0% | +17.0% | -26.9% | -14.4% |
| YTD | +7.5% | +18.1% | -10.6% | +2.1% |
| 1Y | -14.0% | +87.2% | -101.3% | -28.5% |
| 3Y | +153.5% | +283.1% | -129.6% | +47.3% |
| 5Y | +62.7% | +298.4% | -235.7% | -8.6% |
| All | +62.7% | +294.1% | -231.4% | -8.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling