+1,443.3%
TEVA vs MLM
+2,954.8%
-1,511.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.7% | +2.1% |
| 7D | +4.4% | -0.9% | +5.3% | +4.6% |
| 30D | +9.3% | +9.0% | +0.3% | +6.8% |
| 3M | +21.9% | -5.6% | +27.4% | +23.3% |
| 6M | +22.8% | -10.7% | +33.4% | +25.4% |
| YTD | +42.6% | -17.2% | +59.7% | +48.0% |
| 1Y | +74.2% | -14.2% | +88.5% | +79.4% |
| 3Y | +404.5% | +15.6% | +388.9% | +378.4% |
| 5Y | +367.9% | +26.2% | +341.7% | +330.3% |
| 10Y | +14.2% | +140.6% | -126.4% | -12.1% |
| All | +1,443.3% | +2,954.8% | -1,511.5% | +496.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling