+180.0%
MCD vs TECK
+373.9%
-193.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.2% | -4.1% | -0.3% |
| 7D | -2.0% | +7.8% | -9.8% | -2.7% |
| 30D | -6.1% | +8.3% | -14.4% | -6.9% |
| 3M | -7.3% | +16.1% | -23.3% | -8.8% |
| 6M | -20.9% | +42.9% | -63.8% | -24.2% |
| YTD | -14.7% | +50.8% | -65.4% | -18.8% |
| 1Y | -16.1% | +106.1% | -122.2% | -23.1% |
| 3Y | -1.5% | +84.0% | -85.5% | -10.4% |
| 5Y | +20.4% | +223.5% | -203.0% | -2.2% |
| 10Y | +180.0% | +378.1% | -198.1% | +84.2% |
| All | +180.0% | +373.9% | -193.9% | +84.2% |
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