-2.6%
MCD vs TECK
+75.5%
-78.1%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.9% |
| 7D | -2.9% | +4.9% | -7.7% | -2.9% |
| 30D | -6.7% | +5.2% | -11.9% | -6.8% |
| 3M | -9.6% | +13.8% | -23.3% | -9.6% |
| 6M | -22.3% | +38.5% | -60.8% | -22.6% |
| YTD | -15.4% | +47.3% | -62.8% | -16.0% |
| 1Y | -16.8% | +81.0% | -97.8% | -17.7% |
| All | -2.6% | +75.5% | -78.1% | -4.1% |
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