+609.5%
MTUM vs TECK
+253.8%
+355.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.5% |
| 7D | +4.1% | +4.9% | -0.8% | +3.4% |
| 30D | +0.6% | +5.2% | -4.5% | -0.2% |
| 3M | -0.6% | +13.8% | -14.4% | -2.7% |
| 6M | +25.3% | +38.5% | -13.1% | +19.3% |
| YTD | +23.8% | +47.3% | -23.5% | +16.6% |
| 1Y | +25.4% | +81.0% | -55.6% | +14.5% |
| 3Y | +117.3% | +79.9% | +37.4% | +95.6% |
| 5Y | +79.7% | +207.9% | -128.2% | +48.4% |
| 10Y | +359.6% | +389.5% | -29.9% | +238.4% |
| All | +609.5% | +253.8% | +355.7% | +433.0% |
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