+4,426.5%
MTZ vs TECK
+2,171.4%
+2,255.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.7% | +2.0% |
| 7D | -1.6% | -0.3% | -1.2% | -1.5% |
| 30D | -11.1% | +4.6% | -15.7% | -12.4% |
| 3M | -36.7% | +2.8% | -39.6% | -37.2% |
| 6M | -21.9% | +24.9% | -46.8% | -26.9% |
| YTD | +9.1% | +44.7% | -35.6% | -2.5% |
| 1Y | +30.0% | +112.0% | -82.0% | +3.9% |
| 3Y | +138.5% | +67.6% | +70.9% | +100.1% |
| 5Y | +158.3% | +200.3% | -42.0% | +76.4% |
| 10Y | +700.8% | +358.2% | +342.6% | +338.4% |
| All | +4,426.5% | +2,171.4% | +2,255.1% | +2,537.9% |
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