+3,507.8%
MTZ vs TECK
+2,028.7%
+1,479.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +7.0% | +1.6% | +6.6% |
| 7D | -2.4% | +3.1% | -5.5% | -3.4% |
| 30D | -11.1% | -5.0% | -6.1% | -10.0% |
| 3M | -30.6% | -2.6% | -28.0% | -30.5% |
| 6M | -54.4% | 0.0% | -54.3% | -54.6% |
| YTD | -13.0% | +35.6% | -48.7% | -21.1% |
| 1Y | -5.7% | +58.1% | -63.8% | -18.1% |
| 3Y | +297.2% | +93.3% | +203.8% | +220.4% |
| 5Y | +95.9% | +153.7% | -57.8% | +40.3% |
| 10Y | +492.6% | +226.7% | +265.9% | +254.6% |
| All | +3,507.8% | +2,028.7% | +1,479.1% | +2,034.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling