+2,769.7%
MO vs TECK
+2,265.7%
+503.9%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.2% | -5.2% | -1.4% |
| 7D | -2.0% | +7.8% | -9.8% | -2.6% |
| 30D | -0.3% | +8.3% | -8.5% | -1.0% |
| 3M | -2.9% | +16.1% | -19.0% | -4.5% |
| 6M | +5.8% | +42.9% | -37.1% | +1.8% |
| YTD | +22.0% | +50.8% | -28.7% | +16.6% |
| 1Y | +10.7% | +106.1% | -95.4% | +2.6% |
| 3Y | +94.4% | +84.0% | +10.3% | +79.0% |
| 5Y | +97.2% | +223.5% | -126.3% | +69.1% |
| 10Y | +103.0% | +378.1% | -275.1% | +58.9% |
| All | +2,769.7% | +2,265.7% | +503.9% | +1,694.7% |
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