+453.7%
MP vs TECK
+676.8%
-223.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.2% | -2.6% | -0.5% |
| 7D | +3.0% | +7.8% | -4.7% | -0.8% |
| 30D | +8.3% | +8.3% | +0.1% | +4.1% |
| 3M | -3.8% | +16.1% | -19.9% | -11.0% |
| 6M | -4.9% | +42.9% | -47.8% | -20.2% |
| YTD | +9.6% | +50.8% | -41.2% | -10.9% |
| 1Y | -11.7% | +106.1% | -117.8% | -38.8% |
| 3Y | +158.5% | +84.0% | +74.5% | +84.6% |
| 5Y | +68.9% | +223.5% | -154.6% | -5.4% |
| All | +453.7% | +676.8% | -223.1% | +184.6% |
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