-14.3%
MTZ vs TEVA
+106.6%
-120.8%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | -0.1% | -15.2% | -15.4% |
| 7D | -7.4% | +4.7% | -12.1% | -8.0% |
| 30D | -23.6% | +5.5% | -29.1% | -24.2% |
| 3M | -38.3% | +21.6% | -59.9% | -40.2% |
| 6M | -60.6% | +18.4% | -79.0% | -61.4% |
| YTD | -22.9% | +34.1% | -57.0% | -26.8% |
| 1Y | -14.3% | +104.5% | -118.8% | -23.0% |
| All | -14.3% | +106.6% | -120.8% | -23.0% |
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 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