+1,311.3%
MU vs TEVA
+273.2%
+1,038.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.4% | -3.5% | -4.5% |
| 7D | +2.0% | -0.7% | +2.7% | +2.2% |
| 30D | +12.5% | -0.4% | +12.9% | +12.6% |
| 3M | +9.6% | +8.2% | +1.4% | +6.0% |
| 6M | +142.6% | +15.3% | +127.3% | +128.1% |
| YTD | +242.7% | +16.5% | +226.2% | +221.8% |
| 1Y | +599.3% | +85.7% | +513.5% | +458.6% |
| All | +1,311.3% | +273.2% | +1,038.1% | +851.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling