+87.9%
MDLZ vs TECK
+372.8%
-284.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.5% | +1.4% |
| 7D | 0.0% | +4.9% | -4.9% | -0.4% |
| 30D | +1.4% | +5.2% | -3.7% | +1.0% |
| 3M | 0.0% | +13.8% | -13.8% | -1.2% |
| 6M | +9.1% | +38.5% | -29.3% | +5.8% |
| YTD | +17.9% | +47.3% | -29.4% | +13.5% |
| 1Y | +3.2% | +81.0% | -77.8% | -2.6% |
| 3Y | -2.5% | +79.9% | -82.4% | -9.6% |
| 5Y | +17.6% | +207.9% | -190.3% | +0.2% |
| 10Y | +87.9% | +389.5% | -301.5% | +36.6% |
| All | +87.9% | +372.8% | -284.9% | +36.6% |
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