+85.7%
MET vs TECK
+130.0%
-44.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.1% |
| 7D | +4.5% | -0.4% | +4.9% | +4.5% |
| 30D | +3.5% | -7.1% | +10.7% | +4.9% |
| 3M | +5.9% | -5.5% | +11.4% | +6.5% |
| 6M | +33.1% | -9.7% | +42.8% | +34.1% |
| YTD | +33.6% | +26.3% | +7.3% | +23.9% |
| 1Y | +32.7% | +44.4% | -11.7% | +19.2% |
| 3Y | +85.0% | +70.1% | +15.0% | +54.7% |
| All | +85.7% | +130.0% | -44.3% | +26.6% |
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 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