+116.8%
TEVA vs MULL
+2,337.2%
-2,220.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.2% | +2.1% |
| 7D | +2.0% | -8.4% | +10.4% | +2.5% |
| 30D | +1.0% | +9.7% | -8.7% | 0.0% |
| 3M | +7.3% | -26.8% | +34.1% | +6.0% |
| 6M | +21.7% | +220.7% | -199.0% | -1.6% |
| YTD | +18.8% | +509.0% | -490.2% | -12.8% |
| 1Y | +86.5% | +1,739.5% | -1,653.0% | +15.8% |
| All | +116.8% | +2,337.2% | -2,220.4% | +17.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling