+269.4%
TEVA vs MKC
-31.4%
+300.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | +2.0% |
| 7D | +2.0% | -1.5% | +3.5% | +2.2% |
| 30D | +1.0% | -3.1% | +4.1% | +1.4% |
| 3M | +7.3% | +5.2% | +2.1% | +6.2% |
| 6M | +21.7% | -12.8% | +34.5% | +25.0% |
| YTD | +18.8% | -23.3% | +42.1% | +25.3% |
| 1Y | +86.5% | -24.1% | +110.6% | +96.9% |
| 3Y | +269.4% | -32.1% | +301.5% | +311.8% |
| All | +269.4% | -31.4% | +300.8% | +311.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling