+8.2%
MDB vs TECK
+74.0%
-65.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +2.9% | +1.0% |
| 7D | -4.5% | +4.9% | -9.4% | -5.2% |
| 30D | -14.0% | +5.2% | -19.2% | -14.7% |
| 3M | +5.3% | +13.8% | -8.5% | +3.0% |
| 6M | +31.9% | +38.5% | -6.6% | +24.9% |
| YTD | -14.6% | +47.3% | -61.9% | -19.6% |
| 1Y | +8.2% | +81.0% | -72.8% | -1.3% |
| All | +8.2% | +74.0% | -65.7% | -1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling