-25.4%
TEVA vs MLM
+209.6%
-235.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.9% |
| 7D | -1.7% | -2.7% | +1.0% | -0.7% |
| 30D | +2.0% | -8.3% | +10.3% | +5.3% |
| 3M | +7.0% | -12.0% | +18.9% | +11.6% |
| 6M | +17.0% | -17.6% | +34.6% | +25.1% |
| YTD | +18.1% | -18.9% | +36.9% | +26.3% |
| 1Y | +87.2% | -17.6% | +104.9% | +98.7% |
| 3Y | +283.1% | +16.8% | +266.3% | +246.9% |
| 5Y | +298.4% | +41.0% | +257.4% | +227.8% |
| All | -25.4% | +209.6% | -235.1% | -55.8% |
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