+31.4%
TECK vs MULL
+1,230.7%
-1,199.3%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.2% | +3.5% | -0.8% |
| 7D | -0.4% | +24.5% | -25.0% | -4.1% |
| 30D | -7.1% | -35.5% | +28.4% | -3.0% |
| 3M | -5.5% | -44.8% | +39.3% | -0.2% |
| 6M | -9.7% | -45.5% | +35.8% | -12.3% |
| YTD | +26.3% | +232.5% | -206.3% | -14.3% |
| 1Y | +44.4% | +343.3% | -298.9% | -8.9% |
| All | +31.4% | +1,230.7% | -1,199.3% | -44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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