-11.9%
MDB vs TECK
+86.0%
-97.9%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.8% | +4.2% | +2.3% |
| 7D | -1.0% | +1.7% | -2.7% | -1.6% |
| 30D | -14.0% | -7.6% | -6.3% | -11.8% |
| 3M | -20.3% | -5.9% | -14.4% | -19.2% |
| 6M | +10.9% | -2.8% | +13.7% | +10.7% |
| YTD | -20.9% | +31.8% | -52.7% | -30.7% |
| 1Y | -11.2% | +49.1% | -60.3% | -26.3% |
| 3Y | -11.9% | +83.0% | -94.9% | -33.8% |
| All | -11.9% | +86.0% | -97.9% | -33.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling