-5.6%
MDB vs TECK
+85.2%
-90.9%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +4.2% | -7.6% | -4.7% |
| 7D | -18.0% | +7.8% | -25.8% | -19.9% |
| 30D | -10.7% | +8.3% | -19.0% | -13.1% |
| 3M | +1.0% | +16.1% | -15.1% | -4.5% |
| 6M | +31.6% | +42.9% | -11.2% | +15.2% |
| YTD | -15.2% | +50.8% | -65.9% | -28.1% |
| 1Y | +10.1% | +106.1% | -96.0% | -18.3% |
| 3Y | -5.6% | +84.0% | -89.7% | -27.3% |
| All | -5.6% | +85.2% | -90.9% | -27.3% |
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 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