+839.8%
MOD vs TECK
+218.8%
+621.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.3% | +2.2% | +2.9% |
| 7D | +8.2% | -1.2% | +9.5% | +9.0% |
| 30D | -38.2% | -5.7% | -32.4% | -36.7% |
| 3M | -46.2% | -3.6% | -42.6% | -45.7% |
| 6M | -62.5% | -2.2% | -60.3% | -62.3% |
| YTD | -20.1% | +33.6% | -53.7% | -29.7% |
| 1Y | -29.7% | +49.0% | -78.7% | -40.7% |
| 3Y | +136.2% | +85.4% | +50.8% | +80.1% |
| 5Y | +820.4% | +138.5% | +681.9% | +496.5% |
| 10Y | +839.8% | +218.0% | +621.8% | +367.9% |
| All | +839.8% | +218.8% | +621.0% | +367.9% |
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