+1,245.2%
MU vs TEVA
+300.5%
+944.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.3% | -0.8% |
| 7D | -4.1% | +2.0% | -6.1% | -4.6% |
| 30D | +7.0% | +1.0% | +6.1% | +6.6% |
| 3M | -2.1% | +7.3% | -9.4% | -5.1% |
| 6M | +133.1% | +21.7% | +111.3% | +116.1% |
| YTD | +241.9% | +18.8% | +223.1% | +219.8% |
| 1Y | +548.8% | +86.5% | +462.3% | +423.4% |
| 3Y | +1,308.2% | +269.4% | +1,038.8% | +799.6% |
| All | +1,245.2% | +300.5% | +944.6% | +681.2% |
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 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