+297.0%
MXL vs TECK
+59.3%
+237.7%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +4.3% | -15.4% | -14.0% |
| 7D | -24.3% | +2.3% | -26.6% | -26.0% |
| 30D | -46.1% | -5.0% | -41.1% | -44.2% |
| 3M | -21.8% | -0.3% | -21.5% | -21.8% |
| 6M | -27.2% | +13.9% | -41.1% | -30.9% |
| YTD | +226.2% | +35.2% | +191.0% | +171.1% |
| 1Y | +297.0% | +57.5% | +239.5% | +181.9% |
| All | +297.0% | +59.3% | +237.7% | +181.9% |
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 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