+433.6%
MDLZ vs TECK
+2,028.7%
-1,595.1%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +7.0% | -6.3% | +0.1% |
| 7D | +0.1% | +3.1% | -3.0% | -0.2% |
| 30D | +10.0% | -5.0% | +14.9% | +10.3% |
| 3M | +7.1% | -2.6% | +9.6% | +7.0% |
| 6M | +9.8% | 0.0% | +9.8% | +9.1% |
| YTD | +26.6% | +35.6% | -9.0% | +22.0% |
| 1Y | +20.3% | +58.1% | -37.8% | +14.3% |
| 3Y | +5.4% | +93.3% | -87.9% | -3.4% |
| 5Y | +22.2% | +153.7% | -131.5% | +6.9% |
| 10Y | +92.2% | +226.7% | -134.6% | +53.7% |
| All | +433.6% | +2,028.7% | -1,595.1% | +232.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling