+766.7%
MTZ vs TEVA
-22.9%
+789.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.0% | +1.5% | +3.0% |
| 7D | +1.4% | +2.0% | -0.7% | +0.9% |
| 30D | -14.5% | +1.0% | -15.4% | -14.8% |
| 3M | -32.9% | +7.3% | -40.3% | -34.6% |
| 6M | -20.8% | +21.7% | -42.6% | -25.5% |
| YTD | +10.6% | +18.8% | -8.2% | +4.6% |
| 1Y | +27.1% | +86.5% | -59.4% | +6.1% |
| 3Y | +166.1% | +269.4% | -103.3% | +77.0% |
| 5Y | +170.7% | +303.6% | -132.9% | +68.4% |
| All | +766.7% | -22.9% | +789.6% | +481.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling