+427.0%
MCK vs TECK
+377.7%
+49.3%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | 0.0% |
| 7D | -2.9% | -3.8% | +0.9% | -2.6% |
| 30D | +0.4% | +0.7% | -0.3% | +0.3% |
| 3M | +12.1% | +4.6% | +7.5% | +11.4% |
| 6M | -5.4% | +25.1% | -30.6% | -8.1% |
| YTD | +7.8% | +39.2% | -31.4% | +3.3% |
| 1Y | +22.9% | +60.3% | -37.4% | +15.9% |
| 3Y | +110.7% | +62.9% | +47.8% | +93.9% |
| 5Y | +346.2% | +181.5% | +164.7% | +269.1% |
| All | +427.0% | +377.7% | +49.3% | +293.5% |
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 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