+2,683.6%
MUU vs TECK
+45.3%
+2,638.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.3% | +7.8% | +9.0% |
| 7D | +15.0% | +4.9% | +10.2% | +5.9% |
| 30D | +36.8% | +5.2% | +31.6% | +23.5% |
| 3M | -8.5% | +13.8% | -22.3% | -19.8% |
| 6M | +320.7% | +38.5% | +282.2% | +206.9% |
| YTD | +599.7% | +47.3% | +552.3% | +360.8% |
| 1Y | +2,569.2% | +81.0% | +2,488.2% | +1,248.0% |
| All | +2,683.6% | +45.3% | +2,638.3% | +1,861.2% |
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