+175.1%
MPC vs TEVA
+278.3%
-103.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | +3.2% | -1.7% | +4.9% | +3.3% |
| 30D | +25.0% | +2.0% | +23.1% | +24.8% |
| 3M | +55.2% | +7.0% | +48.2% | +54.3% |
| 6M | +86.4% | +17.0% | +69.4% | +83.5% |
| YTD | +148.5% | +18.1% | +130.4% | +144.2% |
| 1Y | +121.7% | +87.2% | +34.5% | +107.0% |
| All | +175.1% | +278.3% | -103.3% | +118.8% |
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