+380.3%
MCO vs TECK
+377.7%
+2.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.5% |
| 7D | -3.8% | -3.8% | +0.1% | -3.1% |
| 30D | -0.4% | +0.7% | -1.1% | -0.6% |
| 3M | +7.7% | +4.6% | +3.1% | +6.3% |
| 6M | +7.0% | +25.1% | -18.1% | +1.3% |
| YTD | -6.4% | +39.2% | -45.6% | -13.7% |
| 1Y | -7.6% | +60.3% | -68.0% | -17.6% |
| 3Y | +43.2% | +62.9% | -19.7% | +23.8% |
| 5Y | +29.6% | +181.5% | -151.9% | -3.6% |
| All | +380.3% | +377.7% | +2.6% | +182.3% |
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