+1,088.2%
MOD vs TECK
+2,171.4%
-1,083.2%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.4% | +3.9% | +4.2% |
| 7D | +9.6% | -0.3% | +9.9% | +9.7% |
| 30D | 0.0% | +4.6% | -4.6% | -1.7% |
| 3M | -35.4% | +2.8% | -38.2% | -36.0% |
| 6M | -7.3% | +24.9% | -32.2% | -14.0% |
| YTD | +45.8% | +44.7% | +1.1% | +27.4% |
| 1Y | +43.1% | +112.0% | -68.8% | +8.7% |
| 3Y | +297.7% | +67.6% | +230.1% | +224.1% |
| 5Y | +1,478.8% | +200.3% | +1,278.4% | +893.2% |
| 10Y | +1,633.4% | +358.2% | +1,275.2% | +720.7% |
| All | +1,088.2% | +2,171.4% | -1,083.2% | +305.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling