+1,319.3%
MU vs TECK
+207.5%
+1,111.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.2% | -5.8% | -3.5% |
| 7D | +7.2% | +7.8% | -0.6% | +3.4% |
| 30D | +14.0% | +8.3% | +5.7% | +9.4% |
| 3M | +5.4% | +16.1% | -10.7% | -0.9% |
| 6M | +170.3% | +42.9% | +127.4% | +136.1% |
| YTD | +250.7% | +50.8% | +199.9% | +199.1% |
| 1Y | +662.1% | +106.1% | +556.0% | +478.2% |
| 3Y | +1,341.2% | +84.0% | +1,257.2% | +1,032.3% |
| 5Y | +1,319.3% | +223.5% | +1,095.9% | +865.0% |
| All | +1,319.3% | +207.5% | +1,111.9% | +865.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling