+78.4%
MMM vs TECK
+218.8%
-140.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.5% |
| 7D | -2.6% | -1.2% | -1.4% | -2.4% |
| 30D | +17.4% | -5.7% | +23.1% | +18.6% |
| 3M | +3.6% | -3.6% | +7.2% | +3.9% |
| 6M | +33.0% | -2.2% | +35.2% | +32.2% |
| YTD | +19.6% | +33.6% | -13.9% | +10.9% |
| 1Y | +14.0% | +49.0% | -34.9% | +3.3% |
| 3Y | +164.3% | +85.4% | +78.9% | +124.4% |
| 5Y | +49.3% | +138.5% | -89.2% | +15.7% |
| 10Y | +78.4% | +218.0% | -139.6% | +16.2% |
| All | +78.4% | +218.8% | -140.5% | +16.2% |
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