+30.0%
MTZ vs TEVA
+93.8%
-63.9%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.8% | +2.2% |
| 7D | -1.6% | -0.2% | -1.4% | -1.6% |
| 30D | -11.1% | +4.7% | -15.8% | -11.7% |
| 3M | -36.7% | +5.6% | -42.3% | -36.9% |
| 6M | -21.9% | +10.5% | -32.4% | -23.6% |
| YTD | +9.1% | +16.5% | -7.4% | +6.2% |
| 1Y | +30.0% | +96.8% | -66.8% | +22.6% |
| All | +30.0% | +93.8% | -63.9% | +22.6% |
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