+3,257.0%
MTZ vs TEVA
+6,974.4%
-3,717.4%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.1% | +2.7% | +3.5% |
| 7D | +3.6% | +1.6% | +2.0% | +3.1% |
| 30D | -9.6% | +4.0% | -13.6% | -10.6% |
| 3M | -31.9% | +10.5% | -42.5% | -34.0% |
| 6M | -13.8% | +18.4% | -32.2% | -18.1% |
| YTD | +13.3% | +17.8% | -4.5% | +7.7% |
| 1Y | +39.3% | +90.5% | -51.2% | +16.9% |
| 3Y | +168.3% | +282.1% | -113.8% | +82.9% |
| 5Y | +166.4% | +291.9% | -125.5% | +73.8% |
| 10Y | +739.9% | -24.9% | +764.8% | +622.4% |
| All | +3,257.0% | +6,974.4% | -3,717.4% | +1,579.8% |
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