+1,826.2%
MCD vs TECK
+2,171.4%
-345.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.6% |
| 7D | -2.8% | -0.3% | -2.5% | -2.8% |
| 30D | -6.0% | +4.6% | -10.6% | -6.4% |
| 3M | -5.6% | +2.8% | -8.4% | -6.1% |
| 6M | -21.9% | +24.9% | -46.7% | -23.8% |
| YTD | -14.7% | +44.7% | -59.4% | -18.0% |
| 1Y | -17.3% | +112.0% | -129.2% | -23.3% |
| 3Y | -2.2% | +67.6% | -69.7% | -8.8% |
| 5Y | +20.3% | +200.3% | -180.1% | +3.9% |
| 10Y | +180.7% | +358.2% | -177.5% | +119.1% |
| All | +1,826.2% | +2,171.4% | -345.2% | +1,073.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling