+66.8%
MET vs TECK
+64.4%
+2.4%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.3% | +7.5% | +2.3% |
| 7D | -2.5% | -4.2% | +1.8% | -1.8% |
| 30D | 0.0% | -0.4% | +0.3% | -0.1% |
| 3M | +13.1% | +10.1% | +2.9% | +10.2% |
| 6M | +39.0% | +26.0% | +13.0% | +30.4% |
| YTD | +25.2% | +38.0% | -12.8% | +14.2% |
| 1Y | +25.6% | +63.8% | -38.1% | +9.4% |
| All | +66.8% | +64.4% | +2.4% | +40.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling