+218.0%
TECK vs MLM
+140.5%
+77.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.8% |
| 7D | -1.2% | -5.8% | +4.6% | +2.5% |
| 30D | -5.7% | +9.8% | -15.6% | -10.9% |
| 3M | -3.6% | -5.2% | +1.6% | -0.8% |
| 6M | -2.2% | -10.3% | +8.1% | +3.1% |
| YTD | +33.6% | -15.5% | +49.0% | +45.0% |
| 1Y | +49.0% | -15.0% | +64.0% | +61.2% |
| 3Y | +85.4% | +17.5% | +67.9% | +60.6% |
| 5Y | +138.5% | +30.5% | +108.0% | +86.9% |
| 10Y | +218.0% | +145.5% | +72.5% | +53.0% |
| All | +218.0% | +140.5% | +77.4% | +53.0% |
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