+193.4%
MCD vs TECK
+198.5%
-5.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.4% |
| 7D | -1.6% | -0.4% | -1.2% | -1.6% |
| 30D | +14.1% | -7.1% | +21.2% | +14.8% |
| 3M | +0.6% | -5.5% | +6.1% | +0.9% |
| 6M | 0.0% | -9.7% | +9.7% | +0.5% |
| YTD | -9.3% | +26.3% | -35.5% | -12.4% |
| 1Y | -9.3% | +44.4% | -53.7% | -13.8% |
| 3Y | +8.6% | +70.1% | -61.5% | -0.9% |
| 5Y | +21.9% | +125.8% | -103.9% | +3.3% |
| All | +193.4% | +198.5% | -5.1% | +95.9% |
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