+57.5%
TECK vs MKC
-18.2%
+75.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +5.4% | -1.1% | +4.8% |
| 7D | +2.3% | +9.6% | -7.3% | +3.3% |
| 30D | -5.0% | +12.0% | -17.1% | -3.7% |
| 3M | -0.3% | -2.0% | +1.7% | -0.4% |
| 6M | +13.9% | +7.2% | +6.7% | +15.0% |
| YTD | +35.2% | -23.7% | +59.0% | +40.7% |
| 1Y | +57.5% | -18.3% | +75.8% | +66.0% |
| All | +57.5% | -18.2% | +75.8% | +66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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