+969.3%
MCHP vs TECK
+2,212.2%
-1,242.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | 0.0% |
| 7D | +0.3% | +4.9% | -4.5% | -0.8% |
| 30D | -9.8% | +5.2% | -14.9% | -10.9% |
| 3M | -19.7% | +13.8% | -33.5% | -22.0% |
| 6M | +13.6% | +38.5% | -24.9% | +5.3% |
| YTD | +16.5% | +47.3% | -30.8% | +6.2% |
| 1Y | +15.7% | +81.0% | -65.3% | +0.6% |
| 3Y | 0.0% | +79.9% | -79.9% | -13.3% |
| 5Y | +4.4% | +207.9% | -203.5% | -21.1% |
| 10Y | +201.4% | +389.5% | -188.1% | +93.3% |
| All | +969.3% | +2,212.2% | -1,242.9% | +546.5% |
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