+388.5%
TEVA vs MLM
+18.2%
+370.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.2% |
| 7D | +1.2% | -2.9% | +4.0% | +1.8% |
| 30D | +3.2% | +10.4% | -7.3% | +0.3% |
| 3M | +17.3% | -3.7% | +21.0% | +18.3% |
| 6M | +18.7% | -10.3% | +28.9% | +21.4% |
| YTD | +35.9% | -14.8% | +50.7% | +40.3% |
| 1Y | +74.8% | -13.9% | +88.7% | +79.9% |
| 3Y | +388.5% | +18.4% | +370.1% | +403.8% |
| All | +388.5% | +18.2% | +370.3% | +403.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling