+226.7%
TECK vs MLM
+167.5%
+59.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +2.5% | +4.5% | +5.5% |
| 7D | +3.1% | -3.8% | +6.9% | +5.7% |
| 30D | -5.0% | +11.0% | -16.0% | -10.8% |
| 3M | -2.6% | -3.1% | +0.5% | -1.1% |
| 6M | 0.0% | -9.8% | +9.8% | +5.0% |
| YTD | +35.6% | -14.4% | +50.0% | +46.1% |
| 1Y | +58.1% | -12.6% | +70.7% | +68.1% |
| 3Y | +93.3% | +19.7% | +73.6% | +65.6% |
| 5Y | +153.7% | +29.8% | +124.0% | +99.9% |
| 10Y | +226.7% | +153.5% | +73.2% | +56.9% |
| All | +226.7% | +167.5% | +59.3% | +56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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