+104.5%
TEVA vs MULL
+444.9%
-340.3%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -13.8% | +13.6% | +0.2% |
| 7D | +4.7% | -35.9% | +40.6% | +5.9% |
| 30D | +5.5% | -47.3% | +52.9% | +7.2% |
| 3M | +21.6% | -30.6% | +52.1% | +22.1% |
| 6M | +18.4% | +13.7% | +4.7% | +7.3% |
| YTD | +34.1% | +272.1% | -238.0% | +4.2% |
| 1Y | +104.5% | +475.1% | -370.5% | +43.8% |
| All | +104.5% | +444.9% | -340.3% | +43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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