+296.9%
MDT vs TECK
+2,212.2%
-1,915.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.7% | -0.3% |
| 7D | -0.3% | +4.9% | -5.2% | -0.9% |
| 30D | +2.8% | +5.2% | -2.4% | +2.1% |
| 3M | +13.1% | +13.8% | -0.7% | +11.1% |
| 6M | +2.3% | +38.5% | -36.2% | -2.1% |
| YTD | -2.7% | +47.3% | -50.0% | -7.7% |
| 1Y | +0.9% | +81.0% | -80.1% | -6.8% |
| 3Y | +26.8% | +79.9% | -53.0% | +15.1% |
| 5Y | -19.5% | +207.9% | -227.3% | -32.9% |
| 10Y | +40.6% | +389.5% | -348.9% | +3.6% |
| All | +296.9% | +2,212.2% | -1,915.2% | +149.1% |
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 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