+199.8%
MPC vs TEVA
+417.4%
-217.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | +0.3% |
| 7D | +11.2% | +4.4% | +6.8% | +10.9% |
| 30D | -14.5% | +9.3% | -23.8% | -15.0% |
| 3M | +16.7% | +21.9% | -5.2% | +15.2% |
| 6M | +67.6% | +22.8% | +44.8% | +65.2% |
| YTD | +157.9% | +42.6% | +115.3% | +150.5% |
| 1Y | +116.7% | +74.2% | +42.4% | +106.0% |
| 3Y | +199.8% | +404.5% | -204.8% | +118.9% |
| All | +199.8% | +417.4% | -217.7% | +118.9% |
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