+2,396.1%
MUU vs TECK
+37.2%
+2,358.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -2.4% |
| 7D | -8.2% | -3.8% | -4.4% | -3.2% |
| 30D | +10.2% | +0.7% | +9.4% | +6.5% |
| 3M | -26.5% | +4.6% | -31.1% | -27.8% |
| 6M | +227.2% | +25.1% | +202.1% | +176.0% |
| YTD | +527.4% | +39.2% | +488.2% | +351.6% |
| 1Y | +1,843.7% | +60.3% | +1,783.3% | +1,066.1% |
| All | +2,396.1% | +37.2% | +2,358.9% | +1,822.4% |
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