+1,135.5%
MPC vs TECK
+215.7%
+919.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.3% | +2.1% | +3.0% |
| 7D | +2.6% | -1.2% | +3.8% | +3.0% |
| 30D | -12.2% | -5.7% | -6.5% | -11.0% |
| 3M | +20.1% | -3.6% | +23.7% | +20.0% |
| 6M | +60.6% | -2.2% | +62.8% | +57.1% |
| YTD | +150.6% | +33.6% | +117.0% | +113.4% |
| 1Y | +104.7% | +49.0% | +55.7% | +66.5% |
| 3Y | +194.5% | +85.4% | +109.1% | +109.8% |
| 5Y | +582.3% | +138.5% | +443.8% | +309.0% |
| All | +1,135.5% | +215.7% | +919.8% | +436.2% |
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