+6,169.9%
MU vs TECK
+372.8%
+5,797.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.3% | +5.0% | +3.7% |
| 7D | +7.5% | +4.9% | +2.6% | +5.3% |
| 30D | +19.4% | +5.2% | +14.2% | +16.6% |
| 3M | +9.8% | +13.8% | -4.0% | +5.1% |
| 6M | +164.1% | +38.5% | +125.7% | +136.8% |
| YTD | +260.3% | +47.3% | +213.0% | +214.7% |
| 1Y | +661.2% | +81.0% | +580.2% | +517.9% |
| 3Y | +1,380.8% | +79.9% | +1,301.0% | +1,087.9% |
| 5Y | +1,346.4% | +207.9% | +1,138.5% | +801.1% |
| 10Y | +6,169.9% | +389.5% | +5,780.4% | +2,978.5% |
| All | +6,169.9% | +372.8% | +5,797.1% | +2,978.5% |
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