+110.9%
MO vs TECK
+377.7%
-266.8%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.2% |
| 7D | +0.1% | -3.8% | +4.0% | +0.4% |
| 30D | +7.1% | +0.7% | +6.4% | +7.0% |
| 3M | -2.0% | +4.6% | -6.6% | -2.7% |
| 6M | +7.3% | +25.1% | -17.8% | +4.2% |
| YTD | +23.5% | +39.2% | -15.7% | +18.3% |
| 1Y | +11.0% | +60.3% | -49.3% | +4.5% |
| 3Y | +95.0% | +62.9% | +32.1% | +79.3% |
| 5Y | +100.6% | +181.5% | -80.8% | +67.4% |
| All | +110.9% | +377.7% | -266.8% | +54.1% |
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 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