+302.4%
MXL vs TECK
+377.7%
-75.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.8% | +6.7% | +7.2% |
| 7D | +18.9% | -3.8% | +22.7% | +20.9% |
| 30D | +0.3% | +0.7% | -0.4% | -0.2% |
| 3M | -8.0% | +4.6% | -12.6% | -9.1% |
| 6M | +341.2% | +25.1% | +316.1% | +300.8% |
| YTD | +327.8% | +39.2% | +288.7% | +268.6% |
| 1Y | +364.9% | +60.3% | +304.6% | +277.0% |
| 3Y | +229.2% | +62.9% | +166.3% | +156.9% |
| 5Y | +42.8% | +181.5% | -138.7% | -16.7% |
| All | +302.4% | +377.7% | -75.3% | +65.8% |
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 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