+228.8%
MU vs TECK
+38.3%
+190.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.9% | -1.2% |
| 7D | +12.8% | -0.4% | +13.2% | +13.2% |
| 30D | -14.9% | -7.1% | -7.7% | -9.2% |
| 3M | -18.0% | -5.5% | -12.6% | -15.2% |
| 6M | -3.1% | -9.7% | +6.6% | +3.9% |
| YTD | +172.9% | +26.3% | +146.6% | +149.6% |
| 1Y | +228.8% | +44.4% | +184.5% | +170.8% |
| All | +228.8% | +38.3% | +190.6% | +170.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling