+297.2%
MTZ vs TECK
+91.1%
+206.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +7.0% | +1.6% | +5.6% |
| 7D | -2.4% | +3.1% | -5.5% | -4.0% |
| 30D | -11.1% | -5.0% | -6.1% | -9.5% |
| 3M | -30.6% | -2.6% | -28.0% | -30.5% |
| 6M | -54.4% | 0.0% | -54.3% | -55.0% |
| YTD | -13.0% | +35.6% | -48.7% | -25.6% |
| 1Y | -5.7% | +58.1% | -63.8% | -24.7% |
| 3Y | +297.2% | +93.3% | +203.8% | +202.7% |
| All | +297.2% | +91.1% | +206.0% | +202.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling