-2.8%
MCHP vs TECK
+64.4%
-67.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.3% | +4.4% | +1.4% |
| 7D | -2.1% | -4.2% | +2.2% | 0.0% |
| 30D | -11.1% | -0.4% | -10.8% | -11.3% |
| 3M | -18.1% | +10.1% | -28.2% | -22.7% |
| 6M | +10.8% | +26.0% | -15.2% | -3.5% |
| YTD | +14.2% | +38.0% | -23.8% | -6.8% |
| 1Y | +13.5% | +63.8% | -50.3% | -16.7% |
| All | -2.8% | +64.4% | -67.3% | -32.6% |
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