-25.0%
TEVA vs MTCH
+208.0%
-233.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.4% | +0.7% | +1.8% |
| 7D | +2.0% | +1.3% | +0.7% | +1.7% |
| 30D | +1.0% | +15.9% | -14.9% | -2.0% |
| 3M | +7.3% | +23.3% | -16.0% | +2.5% |
| 6M | +21.7% | +40.1% | -18.4% | +13.2% |
| YTD | +18.8% | +33.6% | -14.7% | +11.2% |
| 1Y | +86.5% | +14.1% | +72.4% | +79.9% |
| 3Y | +269.4% | +1.4% | +268.0% | +255.3% |
| 5Y | +303.6% | -73.1% | +376.7% | +385.1% |
| All | -25.0% | +208.0% | -233.0% | -45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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