+2,265.7%
TECK vs MKC
+634.7%
+1,631.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.3% | +4.5% | +4.3% |
| 7D | +7.8% | -4.3% | +12.1% | +9.8% |
| 30D | +8.3% | -2.0% | +10.3% | +8.9% |
| 3M | +16.1% | +10.0% | +6.1% | +9.9% |
| 6M | +42.9% | -18.5% | +61.4% | +53.6% |
| YTD | +50.8% | -22.4% | +73.2% | +64.8% |
| 1Y | +106.1% | -23.6% | +129.7% | +125.5% |
| 3Y | +84.0% | -30.4% | +114.5% | +106.1% |
| 5Y | +223.5% | -34.2% | +257.7% | +261.5% |
| 10Y | +378.1% | +26.8% | +351.3% | +218.7% |
| All | +2,265.7% | +634.7% | +1,631.1% | +646.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling