+199.8%
MPC vs TECK
+74.1%
+125.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.1% | +0.7% |
| 7D | +11.2% | -0.4% | +11.7% | +11.3% |
| 30D | -14.5% | -7.1% | -7.4% | -13.6% |
| 3M | +16.7% | -5.5% | +22.1% | +17.0% |
| 6M | +67.6% | -9.7% | +77.3% | +68.4% |
| YTD | +157.9% | +26.3% | +131.7% | +133.1% |
| 1Y | +116.7% | +44.4% | +72.3% | +87.2% |
| 3Y | +199.8% | +70.1% | +129.7% | +138.3% |
| All | +199.8% | +74.1% | +125.7% | +138.3% |
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 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