+38.7%
MOD vs TECK
+104.7%
-66.0%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.2% | -5.3% | -3.6% |
| 7D | +6.3% | +7.8% | -1.4% | +1.7% |
| 30D | -1.7% | +8.3% | -9.9% | -6.4% |
| 3M | -30.1% | +16.1% | -46.2% | -36.5% |
| 6M | +2.7% | +42.9% | -40.1% | -15.4% |
| YTD | +44.1% | +50.8% | -6.7% | +14.2% |
| 1Y | +38.7% | +106.1% | -67.3% | +2.8% |
| All | +38.7% | +104.7% | -66.0% | +2.8% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling