+224.4%
MRK vs TECK
+377.7%
-153.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.4% | -0.6% |
| 7D | -4.3% | -3.8% | -0.4% | -4.0% |
| 30D | +8.3% | +0.7% | +7.5% | +8.2% |
| 3M | +20.0% | +4.6% | +15.4% | +19.4% |
| 6M | +25.7% | +25.1% | +0.6% | +23.0% |
| YTD | +38.7% | +39.2% | -0.4% | +34.4% |
| 1Y | +74.7% | +60.3% | +14.4% | +67.2% |
| 3Y | +45.4% | +62.9% | -17.5% | +37.0% |
| 5Y | +129.0% | +181.5% | -52.4% | +101.8% |
| All | +224.4% | +377.7% | -153.3% | +152.6% |
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