-26.5%
TEVA vs MLM
+209.3%
-235.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.3% |
| 7D | -0.7% | -1.3% | +0.5% | -0.3% |
| 30D | -0.4% | -9.1% | +8.7% | +3.3% |
| 3M | +8.2% | -9.0% | +17.2% | +11.4% |
| 6M | +15.3% | -17.0% | +32.4% | +23.0% |
| YTD | +16.5% | -19.0% | +35.4% | +24.7% |
| 1Y | +85.7% | -18.1% | +103.8% | +97.5% |
| 3Y | +277.9% | +16.7% | +261.2% | +242.3% |
| 5Y | +295.5% | +40.2% | +255.3% | +226.1% |
| All | -26.5% | +209.3% | -235.8% | -56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded MLM 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling