+601.0%
MPC vs TECK
+130.0%
+471.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.1% | +0.8% |
| 7D | +11.2% | -0.4% | +11.7% | +11.3% |
| 30D | -14.5% | -7.1% | -7.4% | -13.3% |
| 3M | +16.7% | -5.5% | +22.1% | +17.1% |
| 6M | +67.6% | -9.7% | +77.3% | +68.4% |
| YTD | +157.9% | +26.3% | +131.7% | +129.3% |
| 1Y | +116.7% | +44.4% | +72.3% | +83.6% |
| 3Y | +199.8% | +70.1% | +129.7% | +129.7% |
| All | +601.0% | +130.0% | +471.0% | +307.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling