+161.4%
MTZ vs TEVA
+290.4%
-129.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.4% | -2.2% | -3.2% |
| 7D | 0.0% | -0.7% | +0.7% | +0.1% |
| 30D | -14.8% | -0.4% | -14.5% | -14.8% |
| 3M | -30.8% | +8.2% | -39.1% | -32.3% |
| 6M | -22.6% | +15.3% | -38.0% | -25.6% |
| YTD | +6.8% | +16.5% | -9.6% | +2.4% |
| 1Y | +22.1% | +85.7% | -63.6% | +5.1% |
| 3Y | +153.1% | +277.9% | -124.8% | +76.0% |
| 5Y | +161.4% | +295.5% | -134.1% | +70.3% |
| All | +161.4% | +290.4% | -129.0% | +70.3% |
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