+1,131.4%
MPC vs TEVA
-22.9%
+1,154.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.1% | +0.4% |
| 7D | +1.8% | +2.0% | -0.2% | +1.3% |
| 30D | +14.0% | +1.0% | +13.0% | +13.6% |
| 3M | +52.2% | +7.3% | +44.9% | +49.1% |
| 6M | +75.8% | +21.7% | +54.0% | +65.9% |
| YTD | +146.3% | +18.8% | +127.4% | +133.2% |
| 1Y | +120.8% | +86.5% | +34.3% | +85.4% |
| 3Y | +172.6% | +269.4% | -96.8% | +81.4% |
| 5Y | +678.2% | +303.6% | +374.6% | +381.7% |
| All | +1,131.4% | -22.9% | +1,154.4% | +940.6% |
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 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