+118.8%
MPC vs TEVA
+85.4%
+33.5%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.8% |
| 7D | +1.2% | -0.7% | +2.0% | +1.2% |
| 30D | +17.0% | -0.4% | +17.3% | +17.0% |
| 3M | +49.5% | +8.2% | +41.2% | +50.0% |
| 6M | +83.5% | +15.3% | +68.2% | +84.4% |
| YTD | +144.1% | +16.5% | +127.6% | +144.8% |
| All | +118.8% | +85.4% | +33.5% | +117.2% |
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