+387.9%
MDLZ vs TECK
+2,171.4%
-1,783.5%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.3% |
| 7D | -1.7% | -0.3% | -1.4% | -1.7% |
| 30D | -2.1% | +4.6% | -6.7% | -2.5% |
| 3M | +1.3% | +2.8% | -1.5% | +0.7% |
| 6M | +6.2% | +24.9% | -18.7% | +3.5% |
| YTD | +15.8% | +44.7% | -29.0% | +11.2% |
| 1Y | +4.1% | +112.0% | -107.9% | -3.6% |
| 3Y | -4.1% | +67.6% | -71.7% | -10.8% |
| 5Y | +13.4% | +200.3% | -187.0% | -2.4% |
| 10Y | +75.7% | +358.2% | -282.5% | +36.4% |
| All | +387.9% | +2,171.4% | -1,783.5% | +203.0% |
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