+954.3%
MDB vs TECK
+225.5%
+728.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +1.5% |
| 7D | +3.0% | -1.2% | +4.2% | +3.4% |
| 30D | -11.3% | -5.7% | -5.6% | -9.8% |
| 3M | -23.0% | -3.6% | -19.4% | -22.5% |
| 6M | +14.8% | -2.2% | +17.0% | +14.3% |
| YTD | -19.4% | +33.6% | -53.0% | -27.6% |
| 1Y | -9.0% | +49.0% | -57.9% | -20.9% |
| 3Y | -10.3% | +85.4% | -95.7% | -28.2% |
| 5Y | -38.4% | +138.5% | -176.9% | -54.0% |
| All | +954.3% | +225.5% | +728.9% | +554.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 TECK 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