+1,890.1%
TECK vs MLM
+1,883.7%
+6.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.8% | +2.1% |
| 7D | -0.2% | -4.1% | +3.9% | +2.6% |
| 30D | -7.5% | +8.2% | -15.7% | -12.3% |
| 3M | -8.4% | -3.6% | -4.9% | -6.7% |
| 6M | -2.2% | -15.6% | +13.3% | +7.4% |
| YTD | +26.8% | -16.4% | +43.2% | +39.5% |
| 1Y | +46.5% | -14.3% | +60.9% | +58.5% |
| 3Y | +69.0% | +19.3% | +49.7% | +43.7% |
| 5Y | +138.8% | +29.6% | +109.2% | +85.3% |
| 10Y | +224.3% | +189.9% | +34.4% | +35.2% |
| All | +1,890.1% | +1,883.7% | +6.4% | +293.6% |
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