+201.8%
TECK vs MLM
+140.0%
+61.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.3% | -2.6% | -3.1% |
| 7D | +2.1% | -2.0% | +4.1% | +3.4% |
| 30D | -8.9% | +9.5% | -18.4% | -13.8% |
| 3M | -7.1% | -4.7% | -2.4% | -4.6% |
| 6M | -7.0% | -10.7% | +3.7% | -1.6% |
| YTD | +28.3% | -16.6% | +44.9% | +40.5% |
| 1Y | +40.6% | -15.4% | +55.9% | +52.5% |
| 3Y | +78.2% | +15.9% | +62.2% | +55.6% |
| 5Y | +129.5% | +27.1% | +102.4% | +82.9% |
| All | +201.8% | +140.0% | +61.9% | +46.1% |
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