+6,749.8%
TEVA vs MTB
+8,265.4%
-1,515.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.5% |
| 7D | -0.7% | -0.4% | -0.3% | -0.6% |
| 30D | -0.4% | -4.6% | +4.2% | +0.9% |
| 3M | +8.2% | +7.4% | +0.8% | +6.0% |
| 6M | +15.3% | +18.7% | -3.4% | +10.0% |
| YTD | +16.5% | +21.1% | -4.6% | +10.3% |
| 1Y | +85.7% | +24.1% | +61.7% | +74.6% |
| 3Y | +277.9% | +115.3% | +162.5% | +201.1% |
| 5Y | +295.5% | +106.0% | +189.5% | +215.5% |
| 10Y | -24.5% | +171.6% | -196.0% | -44.6% |
| All | +6,749.8% | +8,265.4% | -1,515.6% | +1,534.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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