-64.8%
MOD vs TECK
-2.7%
-62.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.9% | +4.8% | +5.2% |
| 7D | -25.5% | -0.2% | -25.3% | -26.2% |
| 30D | -49.0% | -7.5% | -41.5% | -46.6% |
| 3M | -49.8% | -8.4% | -41.4% | -47.7% |
| 6M | -64.8% | -2.2% | -62.5% | -65.5% |
| All | -64.8% | -2.7% | -62.1% | -65.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling