+199.5%
MCHP vs TECK
+377.7%
-178.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.8% | +3.4% |
| 7D | 0.0% | -3.8% | +3.9% | +1.4% |
| 30D | -6.0% | +0.7% | -6.8% | -6.5% |
| 3M | -19.7% | +4.6% | -24.3% | -21.3% |
| 6M | +14.0% | +25.1% | -11.1% | +4.3% |
| YTD | +18.4% | +39.2% | -20.7% | +3.3% |
| 1Y | +17.1% | +60.3% | -43.2% | -3.4% |
| 3Y | +0.7% | +62.9% | -62.2% | -18.9% |
| 5Y | +5.1% | +181.5% | -176.4% | -33.6% |
| All | +199.5% | +377.7% | -178.2% | +46.0% |
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