+104.5%
TEVA vs MKC
-18.2%
+122.8%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.4% | -5.6% | +0.2% |
| 7D | +4.7% | +9.6% | -4.9% | +5.2% |
| 30D | +5.5% | +12.0% | -6.5% | +6.2% |
| 3M | +21.6% | -2.0% | +23.6% | +21.7% |
| 6M | +18.4% | +7.2% | +11.2% | +18.9% |
| YTD | +34.1% | -23.7% | +57.8% | +39.3% |
| 1Y | +104.5% | -18.3% | +122.8% | +108.8% |
| All | +104.5% | -18.2% | +122.8% | +108.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 1y: compounded portfolio wealth divided by compounded MKC 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…
1y analysis · Full analysis span regression · 6 months rolling