+1,106.2%
MPC vs TECK
+221.5%
+884.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +7.0% | -2.4% | +2.2% |
| 7D | -9.4% | +3.1% | -12.5% | -10.5% |
| 30D | -14.3% | -5.0% | -9.4% | -13.3% |
| 3M | +31.1% | -2.6% | +33.7% | +30.5% |
| 6M | +60.3% | 0.0% | +60.3% | +55.6% |
| YTD | +142.5% | +35.6% | +106.9% | +105.5% |
| 1Y | +104.6% | +58.1% | +46.5% | +62.8% |
| 3Y | +191.7% | +93.3% | +98.4% | +104.7% |
| 5Y | +549.2% | +153.7% | +395.5% | +279.7% |
| 10Y | +1,106.2% | +226.7% | +879.5% | +417.3% |
| All | +1,106.2% | +221.5% | +884.7% | +417.3% |
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 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