+195.2%
TECK vs MLM
+41.9%
+153.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | -0.2% |
| 7D | -0.3% | -2.9% | +2.6% | +1.1% |
| 30D | +4.6% | -6.8% | +11.4% | +8.2% |
| 3M | +2.8% | -11.2% | +14.1% | +8.3% |
| 6M | +24.9% | -21.8% | +46.7% | +40.2% |
| YTD | +44.7% | -17.0% | +61.7% | +56.4% |
| 1Y | +112.0% | -16.4% | +128.4% | +127.3% |
| 3Y | +67.6% | +14.5% | +53.1% | +50.0% |
| All | +195.2% | +41.9% | +153.3% | +133.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling