+966.8%
MOD vs TECK
+221.5%
+745.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +7.0% | +2.9% | +7.0% |
| 7D | -13.9% | +3.1% | -17.0% | -15.3% |
| 30D | -41.5% | -5.0% | -36.6% | -40.4% |
| 3M | -45.7% | -2.6% | -43.2% | -45.5% |
| 6M | -61.1% | 0.0% | -61.1% | -61.3% |
| YTD | -20.5% | +35.6% | -56.1% | -30.5% |
| 1Y | -32.1% | +58.1% | -90.2% | -44.2% |
| 3Y | +146.5% | +93.3% | +53.1% | +84.8% |
| 5Y | +812.7% | +153.7% | +659.0% | +476.2% |
| 10Y | +966.8% | +226.7% | +740.1% | +419.8% |
| All | +966.8% | +221.5% | +745.3% | +419.8% |
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 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