+179.2%
TECK vs MKC
-33.9%
+213.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.7% | -5.6% | -6.2% |
| 7D | -4.2% | -2.8% | -1.4% | -3.8% |
| 30D | -0.4% | -3.4% | +3.0% | +0.1% |
| 3M | +10.1% | +3.8% | +6.4% | +9.0% |
| 6M | +26.0% | -17.9% | +43.9% | +31.1% |
| YTD | +38.0% | -23.6% | +61.7% | +45.8% |
| 1Y | +63.8% | -23.1% | +86.9% | +72.3% |
| 3Y | +68.5% | -31.5% | +100.0% | +82.0% |
| 5Y | +179.2% | -33.1% | +212.3% | +239.6% |
| All | +179.2% | -33.9% | +213.1% | +239.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling