+137.1%
MOD vs TECK
+66.4%
+70.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.9% | +4.8% | +5.2% |
| 7D | -25.5% | -0.2% | -25.3% | -26.1% |
| 30D | -49.0% | -7.5% | -41.5% | -47.0% |
| 3M | -49.8% | -8.4% | -41.4% | -47.9% |
| 6M | -64.8% | -2.2% | -62.5% | -64.8% |
| YTD | -27.6% | +26.8% | -54.5% | -38.3% |
| 1Y | -35.2% | +46.5% | -81.7% | -48.9% |
| 3Y | +137.1% | +69.0% | +68.1% | +86.6% |
| All | +137.1% | +66.4% | +70.8% | +86.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling