+1,872.0%
TECK vs MLM
+1,920.7%
-48.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -5.2% | -1.9% | -3.7% |
| 7D | -6.0% | -1.2% | -4.8% | -5.1% |
| 30D | -10.7% | +7.9% | -18.7% | -15.2% |
| 3M | -9.2% | -4.5% | -4.7% | -6.9% |
| 6M | +3.9% | -12.6% | +16.6% | +11.8% |
| YTD | +25.7% | -14.9% | +40.5% | +36.6% |
| 1Y | +44.3% | -13.1% | +57.4% | +54.7% |
| 3Y | +65.7% | +21.2% | +44.5% | +39.5% |
| 5Y | +136.6% | +32.0% | +104.6% | +81.5% |
| 10Y | +221.4% | +195.3% | +26.1% | +32.4% |
| All | +1,872.0% | +1,920.7% | -48.7% | +285.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling