+210.4%
MGY vs TECK
+321.8%
-111.5%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.2% |
| 7D | +3.5% | -3.8% | +7.4% | +5.1% |
| 30D | +5.3% | +0.7% | +4.5% | +4.5% |
| 3M | +2.6% | +4.6% | -2.0% | -1.1% |
| 6M | -3.3% | +25.1% | -28.4% | -16.6% |
| YTD | +29.2% | +39.2% | -10.0% | +4.4% |
| 1Y | +18.0% | +60.3% | -42.3% | -11.8% |
| 3Y | +30.0% | +62.9% | -32.9% | -9.7% |
| 5Y | +92.7% | +181.5% | -88.8% | -4.3% |
| All | +210.4% | +321.8% | -111.5% | +3.7% |
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 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