+73.9%
MUB vs TECK
+130.7%
-56.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | 0.0% |
| 7D | -0.9% | -0.3% | -0.5% | -0.9% |
| 30D | -1.4% | +4.6% | -6.0% | -1.4% |
| 3M | -2.2% | +2.8% | -5.0% | -2.2% |
| 6M | -1.9% | +24.9% | -26.8% | -2.0% |
| YTD | -0.8% | +44.7% | -45.5% | -0.9% |
| 1Y | +2.7% | +112.0% | -109.2% | +2.4% |
| 3Y | +8.6% | +67.6% | -59.0% | +8.3% |
| 5Y | +2.0% | +200.3% | -198.3% | +1.5% |
| 10Y | +17.9% | +358.2% | -340.3% | +16.7% |
| All | +73.9% | +130.7% | -56.8% | +73.5% |
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 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