+23.3%
MDT vs TECK
+65.8%
-42.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.8% |
| 7D | -3.4% | -3.8% | +0.4% | -3.2% |
| 30D | +0.2% | +0.7% | -0.5% | +0.1% |
| 3M | +14.3% | +4.6% | +9.6% | +13.8% |
| 6M | +4.0% | +25.1% | -21.1% | +1.5% |
| YTD | -3.7% | +39.2% | -42.8% | -7.1% |
| 1Y | -0.4% | +60.3% | -60.7% | -5.2% |
| 3Y | +23.3% | +62.9% | -39.6% | +12.8% |
| All | +23.3% | +65.8% | -42.5% | +12.8% |
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