+3,312.9%
MPC vs TEVA
+10.5%
+3,302.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | -0.1% |
| 7D | +11.2% | +4.4% | +6.8% | +10.0% |
| 30D | -14.5% | +9.3% | -23.8% | -16.4% |
| 3M | +16.7% | +21.9% | -5.2% | +10.6% |
| 6M | +67.6% | +22.8% | +44.8% | +57.5% |
| YTD | +157.9% | +42.6% | +115.3% | +131.4% |
| 1Y | +116.7% | +74.2% | +42.4% | +83.9% |
| 3Y | +199.8% | +404.5% | -204.8% | +77.2% |
| 5Y | +604.4% | +367.9% | +236.5% | +305.6% |
| 10Y | +1,171.5% | +14.2% | +1,157.3% | +880.5% |
| All | +3,312.9% | +10.5% | +3,302.5% | +2,176.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling