+302.4%
MXL vs TEVA
-22.9%
+325.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.0% | +5.5% | +7.0% |
| 7D | +18.9% | +2.0% | +16.8% | +18.3% |
| 30D | +0.3% | +1.0% | -0.6% | +0.1% |
| 3M | -8.0% | +7.3% | -15.4% | -10.4% |
| 6M | +341.2% | +21.7% | +319.5% | +314.1% |
| YTD | +327.8% | +18.8% | +309.0% | +303.2% |
| 1Y | +364.9% | +86.5% | +278.4% | +283.0% |
| 3Y | +229.2% | +269.4% | -40.2% | +113.0% |
| 5Y | +42.8% | +303.6% | -260.8% | -13.0% |
| All | +302.4% | -22.9% | +325.3% | +145.7% |
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