+114.4%
MTUM vs TECK
+65.8%
+48.7%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.0% |
| 7D | +0.7% | -3.8% | +4.6% | +1.8% |
| 30D | -2.4% | +0.7% | -3.2% | -2.8% |
| 3M | -3.6% | +4.6% | -8.3% | -5.4% |
| 6M | +23.7% | +25.1% | -1.5% | +15.6% |
| YTD | +22.9% | +39.2% | -16.3% | +11.5% |
| 1Y | +21.8% | +60.3% | -38.6% | +6.2% |
| 3Y | +114.4% | +62.9% | +51.5% | +80.9% |
| All | +114.4% | +65.8% | +48.7% | +80.9% |
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 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