+959.5%
MDB vs TECK
+212.8%
+746.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.9% | +4.4% | +1.6% |
| 7D | +11.6% | +2.1% | +9.4% | +10.8% |
| 30D | -8.9% | -8.9% | 0.0% | -6.5% |
| 3M | -22.4% | -7.1% | -15.3% | -21.1% |
| 6M | +10.1% | -7.0% | +17.1% | +11.1% |
| YTD | -19.0% | +28.3% | -47.4% | -26.4% |
| 1Y | -7.0% | +40.6% | -47.6% | -17.9% |
| 3Y | -9.8% | +78.2% | -88.0% | -27.1% |
| 5Y | -40.1% | +129.5% | -169.6% | -54.8% |
| All | +959.5% | +212.8% | +746.7% | +564.7% |
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