+445.3%
MP vs TECK
+645.8%
-200.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.2% |
| 7D | -2.9% | -0.3% | -2.5% | -2.7% |
| 30D | +13.8% | +4.6% | +9.2% | +11.3% |
| 3M | -16.7% | +2.8% | -19.5% | -18.0% |
| 6M | -11.5% | +24.9% | -36.4% | -20.8% |
| YTD | +7.9% | +44.7% | -36.8% | -10.4% |
| 1Y | -15.0% | +112.0% | -127.0% | -41.9% |
| 3Y | +153.5% | +67.6% | +85.9% | +89.3% |
| 5Y | +58.7% | +200.3% | -141.7% | -8.3% |
| All | +445.3% | +645.8% | -200.5% | +186.1% |
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