+642.2%
MPC vs TECK
+200.8%
+441.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | +5.4% | -0.3% | +5.8% | +5.5% |
| 30D | +31.0% | +4.6% | +26.4% | +29.2% |
| 3M | +46.0% | +2.8% | +43.2% | +43.6% |
| 6M | +77.3% | +24.9% | +52.4% | +62.4% |
| YTD | +141.9% | +44.7% | +97.2% | +109.9% |
| 1Y | +120.9% | +112.0% | +8.9% | +67.0% |
| 3Y | +182.7% | +67.6% | +115.1% | +122.2% |
| All | +642.2% | +200.8% | +441.4% | +361.1% |
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