+22.8%
MUB vs TECK
+198.5%
-175.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.3% | -0.3% |
| 7D | -1.3% | -0.4% | -0.8% | -1.3% |
| 30D | +2.2% | -7.1% | +9.3% | +2.2% |
| 3M | -1.6% | -5.5% | +3.8% | -1.6% |
| 6M | -1.3% | -9.7% | +8.4% | -1.2% |
| YTD | -0.7% | +26.3% | -26.9% | -1.0% |
| 1Y | -0.2% | +44.4% | -44.6% | -0.7% |
| 3Y | +9.6% | +70.1% | -60.4% | +8.7% |
| 5Y | +2.6% | +125.8% | -123.2% | +1.2% |
| All | +22.8% | +198.5% | -175.6% | +17.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling