+349.0%
TECK vs MKC
+29.9%
+319.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | -3.8% | -1.5% | -2.4% | -3.6% |
| 30D | +0.7% | -3.1% | +3.9% | +1.2% |
| 3M | +4.6% | +5.2% | -0.6% | +3.1% |
| 6M | +25.1% | -12.8% | +37.9% | +28.0% |
| YTD | +39.2% | -23.3% | +62.5% | +46.1% |
| 1Y | +60.3% | -24.1% | +84.4% | +68.3% |
| 3Y | +62.9% | -32.1% | +95.0% | +74.2% |
| 5Y | +181.5% | -32.8% | +214.3% | +199.8% |
| All | +349.0% | +29.9% | +319.2% | +314.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling