+160.9%
MMM vs TECK
+77.0%
+84.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.9% | +2.5% | -0.5% |
| 7D | -0.8% | +2.1% | -3.0% | -1.4% |
| 30D | +14.4% | -8.9% | +23.3% | +16.6% |
| 3M | +1.8% | -7.1% | +8.9% | +3.0% |
| 6M | +31.3% | -7.0% | +38.3% | +31.8% |
| YTD | +18.0% | +28.3% | -10.4% | +7.7% |
| 1Y | +10.9% | +40.6% | -29.7% | -1.5% |
| All | +160.9% | +77.0% | +84.0% | +118.6% |
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 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