+37.0%
MDT vs TECK
+377.7%
-340.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.8% |
| 7D | -3.4% | -3.8% | +0.4% | -3.0% |
| 30D | +0.2% | +0.7% | -0.5% | 0.0% |
| 3M | +14.3% | +4.6% | +9.6% | +13.1% |
| 6M | +4.0% | +25.1% | -21.1% | +0.1% |
| YTD | -3.7% | +39.2% | -42.8% | -8.9% |
| 1Y | -0.4% | +60.3% | -60.7% | -7.8% |
| 3Y | +23.3% | +62.9% | -39.6% | +11.1% |
| 5Y | -18.9% | +181.5% | -200.3% | -34.8% |
| All | +37.0% | +377.7% | -340.7% | -9.6% |
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