-14.3%
MTZ vs TECK
+59.3%
-73.6%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | +4.3% | -19.7% | -17.1% |
| 7D | -7.4% | +2.3% | -9.7% | -8.7% |
| 30D | -23.6% | -5.0% | -18.6% | -22.2% |
| 3M | -38.3% | -0.3% | -38.0% | -38.8% |
| 6M | -60.6% | +13.9% | -74.5% | -63.1% |
| YTD | -22.9% | +35.2% | -58.1% | -33.0% |
| 1Y | -14.3% | +57.5% | -71.8% | -30.3% |
| All | -14.3% | +59.3% | -73.6% | -30.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling