+86.5%
TEVA vs MLM
-17.1%
+103.6%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.5% | +0.5% | +1.7% |
| 7D | +2.0% | -0.9% | +2.9% | +2.2% |
| 30D | +1.0% | -6.1% | +7.0% | +2.3% |
| 3M | +7.3% | -9.7% | +17.0% | +9.2% |
| 6M | +21.7% | -14.4% | +36.1% | +25.3% |
| YTD | +18.8% | -17.7% | +36.6% | +23.8% |
| 1Y | +86.5% | -18.7% | +105.2% | +93.6% |
| All | +86.5% | -17.1% | +103.6% | +93.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling