+211.3%
MCD vs TECK
+221.5%
-10.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +7.0% | -5.2% | +1.1% |
| 7D | +5.9% | +3.1% | +2.9% | +5.6% |
| 30D | +19.6% | -5.0% | +24.6% | +20.1% |
| 3M | +3.3% | -2.6% | +5.8% | +3.3% |
| 6M | +3.5% | 0.0% | +3.5% | +2.9% |
| YTD | -6.1% | +35.6% | -41.8% | -10.0% |
| 1Y | -3.7% | +58.1% | -61.8% | -9.3% |
| 3Y | +13.4% | +93.3% | -80.0% | +2.0% |
| 5Y | +25.2% | +153.7% | -128.6% | +4.5% |
| 10Y | +211.3% | +226.7% | -15.5% | +106.2% |
| All | +211.3% | +221.5% | -10.3% | +106.2% |
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 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