+13.1%
TEVA vs MLM
+138.2%
-125.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.7% | +2.2% |
| 7D | +4.4% | -0.9% | +5.3% | +4.8% |
| 30D | +9.3% | +9.0% | +0.3% | +5.4% |
| 3M | +21.9% | -5.6% | +27.4% | +24.0% |
| 6M | +22.8% | -10.7% | +33.4% | +26.8% |
| YTD | +42.6% | -17.2% | +59.7% | +50.9% |
| 1Y | +74.2% | -14.2% | +88.5% | +81.9% |
| 3Y | +404.5% | +15.6% | +388.9% | +357.4% |
| 5Y | +367.9% | +26.2% | +341.7% | +299.5% |
| All | +13.1% | +138.2% | -125.1% | -30.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling