+254.1%
MP vs TECK
+553.5%
-299.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.9% | +4.0% | +4.5% |
| 7D | -10.5% | -0.2% | -10.3% | -10.6% |
| 30D | -23.5% | -7.5% | -16.0% | -20.6% |
| 3M | -25.4% | -8.4% | -17.0% | -22.1% |
| 6M | -51.3% | -2.2% | -49.0% | -50.8% |
| YTD | -29.9% | +26.8% | -56.7% | -37.9% |
| 1Y | -31.8% | +46.5% | -78.4% | -43.7% |
| 3Y | +127.0% | +69.0% | +58.0% | +70.3% |
| 5Y | -3.3% | +138.8% | -142.0% | -38.5% |
| All | +254.1% | +553.5% | -299.4% | +98.4% |
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