+54.7%
MMM vs TECK
+372.8%
-318.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.4% | -1.4% |
| 7D | -2.6% | +4.9% | -7.5% | -3.5% |
| 30D | -9.3% | +5.2% | -14.5% | -10.2% |
| 3M | +5.6% | +13.8% | -8.2% | +2.5% |
| 6M | +9.5% | +38.5% | -29.0% | +1.8% |
| YTD | +4.1% | +47.3% | -43.2% | -4.8% |
| 1Y | +9.4% | +81.0% | -71.6% | -4.4% |
| 3Y | +101.0% | +79.9% | +21.1% | +72.0% |
| 5Y | +26.1% | +207.9% | -181.8% | -6.5% |
| 10Y | +54.7% | +389.5% | -334.7% | -2.0% |
| All | +54.7% | +372.8% | -318.1% | -2.0% |
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