+2,171.4%
TECK vs MLM
+1,870.7%
+300.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | -0.3% |
| 7D | -0.3% | -2.9% | +2.6% | +1.5% |
| 30D | +4.6% | -6.8% | +11.4% | +9.3% |
| 3M | +2.8% | -11.2% | +14.1% | +9.9% |
| 6M | +24.9% | -21.8% | +46.7% | +45.4% |
| YTD | +44.7% | -17.0% | +61.7% | +60.4% |
| 1Y | +112.0% | -16.4% | +128.4% | +132.6% |
| 3Y | +67.6% | +14.5% | +53.1% | +45.9% |
| 5Y | +200.3% | +41.7% | +158.6% | +118.7% |
| 10Y | +358.2% | +200.0% | +158.2% | +86.4% |
| All | +2,171.4% | +1,870.7% | +300.7% | +352.7% |
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