+243.8%
MET vs TECK
+377.7%
-133.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.2% |
| 7D | -0.5% | -3.8% | +3.4% | +0.4% |
| 30D | +0.5% | +0.7% | -0.2% | +0.1% |
| 3M | +11.6% | +4.6% | +7.0% | +9.4% |
| 6M | +40.8% | +25.1% | +15.7% | +30.4% |
| YTD | +25.7% | +39.2% | -13.5% | +12.3% |
| 1Y | +24.4% | +60.3% | -36.0% | +6.4% |
| 3Y | +67.5% | +62.9% | +4.6% | +37.4% |
| 5Y | +85.8% | +181.5% | -95.7% | +22.7% |
| All | +243.8% | +377.7% | -133.9% | +78.6% |
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