-18.3%
MDT vs TECK
+180.4%
-198.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.3% | +6.0% | +0.2% |
| 7D | -1.6% | -4.2% | +2.7% | -1.3% |
| 30D | +1.0% | -0.4% | +1.4% | +1.0% |
| 3M | +15.2% | +10.1% | +5.0% | +13.9% |
| 6M | +3.7% | +26.0% | -22.3% | +0.7% |
| YTD | -3.0% | +38.0% | -41.0% | -6.8% |
| 1Y | +2.5% | +63.8% | -61.3% | -3.5% |
| 3Y | +26.5% | +68.5% | -42.1% | +16.1% |
| 5Y | -18.3% | +179.2% | -197.5% | -31.1% |
| All | -18.3% | +180.4% | -198.7% | -31.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling