+267.3%
MP vs TECK
+588.2%
-320.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.1% |
| 7D | +2.3% | -1.2% | +3.5% | +3.0% |
| 30D | -15.3% | -5.7% | -9.6% | -12.8% |
| 3M | -33.5% | -3.6% | -29.9% | -32.3% |
| 6M | -45.5% | -2.2% | -43.3% | -44.9% |
| YTD | -27.3% | +33.6% | -60.8% | -37.2% |
| 1Y | -40.7% | +49.0% | -89.7% | -51.4% |
| 3Y | +145.9% | +85.4% | +60.5% | +76.8% |
| 5Y | -13.9% | +138.5% | -152.4% | -45.8% |
| All | +267.3% | +588.2% | -320.9% | +100.6% |
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 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