+30.7%
MCO vs TECK
+180.1%
-149.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.5% |
| 7D | -3.8% | -3.8% | +0.1% | -3.3% |
| 30D | -0.4% | +0.7% | -1.1% | -0.6% |
| 3M | +7.7% | +4.6% | +3.1% | +6.6% |
| 6M | +7.0% | +25.1% | -18.1% | +2.3% |
| YTD | -6.4% | +39.2% | -45.6% | -12.7% |
| 1Y | -7.6% | +60.3% | -68.0% | -16.3% |
| 3Y | +43.2% | +62.9% | -19.7% | +25.2% |
| All | +30.7% | +180.1% | -149.4% | +4.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling