+2,618.0%
MCO vs TECK
+2,212.2%
+405.8%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -0.9% |
| 7D | -3.1% | +4.9% | -8.0% | -4.1% |
| 30D | -0.5% | +5.2% | -5.7% | -1.6% |
| 3M | +5.7% | +13.8% | -8.1% | +2.3% |
| 6M | +3.0% | +38.5% | -35.5% | -4.9% |
| YTD | -6.5% | +47.3% | -53.8% | -15.4% |
| 1Y | -5.8% | +81.0% | -86.8% | -18.7% |
| 3Y | +43.1% | +79.9% | -36.8% | +20.2% |
| 5Y | +29.5% | +207.9% | -178.4% | -6.9% |
| 10Y | +388.8% | +389.5% | -0.7% | +181.0% |
| All | +2,618.0% | +2,212.2% | +405.8% | +1,036.8% |
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