+739.9%
MTZ vs TECK
+373.9%
+366.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.2% | -0.4% | +2.3% |
| 7D | +3.6% | +7.8% | -4.2% | +0.8% |
| 30D | -9.6% | +8.3% | -17.9% | -12.4% |
| 3M | -31.9% | +16.1% | -48.0% | -35.5% |
| 6M | -13.8% | +42.9% | -56.7% | -24.6% |
| YTD | +13.3% | +50.8% | -37.5% | -3.6% |
| 1Y | +39.3% | +106.1% | -66.8% | +5.5% |
| 3Y | +168.3% | +84.0% | +84.3% | +105.8% |
| 5Y | +166.4% | +223.5% | -57.1% | +55.9% |
| 10Y | +739.9% | +378.1% | +361.8% | +260.7% |
| All | +739.9% | +373.9% | +366.0% | +260.7% |
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