+575.6%
MMM vs TECK
+2,171.4%
-1,595.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | +0.1% |
| 7D | -3.3% | -0.3% | -3.0% | -3.3% |
| 30D | -7.0% | +4.6% | -11.6% | -7.7% |
| 3M | +10.8% | +2.8% | +8.0% | +9.9% |
| 6M | +5.8% | +24.9% | -19.1% | +1.5% |
| YTD | +6.8% | +44.7% | -38.0% | -0.2% |
| 1Y | +10.4% | +112.0% | -101.6% | -3.1% |
| 3Y | +104.7% | +67.6% | +37.1% | +83.6% |
| 5Y | +23.6% | +200.3% | -176.8% | -1.4% |
| 10Y | +54.1% | +358.2% | -304.1% | +6.8% |
| All | +575.6% | +2,171.4% | -1,595.8% | +293.3% |
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