+163.8%
MPC vs TECK
+66.4%
+97.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.4% |
| 7D | -16.2% | -0.2% | -15.9% | -16.2% |
| 30D | -15.7% | -7.5% | -8.2% | -14.8% |
| 3M | +24.9% | -8.4% | +33.3% | +26.0% |
| 6M | +52.7% | -2.2% | +54.9% | +50.6% |
| YTD | +131.9% | +26.8% | +105.0% | +109.2% |
| 1Y | +96.6% | +46.5% | +50.1% | +68.9% |
| 3Y | +163.8% | +69.0% | +94.8% | +105.4% |
| All | +163.8% | +66.4% | +97.4% | +105.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling