+22.8%
MET vs TECK
+108.8%
-86.0%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.7% |
| 7D | +1.2% | -0.3% | +1.5% | +1.2% |
| 30D | +1.4% | +4.6% | -3.2% | +1.0% |
| 3M | +17.7% | +2.8% | +14.8% | +17.3% |
| 6M | +35.0% | +24.9% | +10.1% | +30.4% |
| YTD | +26.3% | +44.7% | -18.5% | +20.2% |
| 1Y | +22.8% | +112.0% | -89.2% | +14.5% |
| All | +22.8% | +108.8% | -86.0% | +14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling