+679.9%
MPC vs TEVA
+294.1%
+385.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | +3.2% | -1.7% | +4.9% | +3.4% |
| 30D | +25.0% | +2.0% | +23.1% | +24.7% |
| 3M | +55.2% | +7.0% | +48.2% | +53.5% |
| 6M | +86.4% | +17.0% | +69.4% | +81.3% |
| YTD | +148.5% | +18.1% | +130.4% | +141.0% |
| 1Y | +121.7% | +87.2% | +34.5% | +99.1% |
| 3Y | +172.9% | +283.1% | -110.2% | +105.3% |
| 5Y | +679.9% | +298.4% | +381.5% | +452.4% |
| All | +679.9% | +294.1% | +385.8% | +452.4% |
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