+349.0%
TECK vs MTB
+173.8%
+175.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.6% |
| 7D | -3.8% | 0.0% | -3.8% | -3.9% |
| 30D | +0.7% | -4.8% | +5.5% | +3.3% |
| 3M | +4.6% | +6.0% | -1.3% | +0.9% |
| 6M | +25.1% | +19.6% | +5.5% | +13.1% |
| YTD | +39.2% | +21.5% | +17.7% | +24.6% |
| 1Y | +60.3% | +24.7% | +35.6% | +41.1% |
| 3Y | +62.9% | +108.6% | -45.7% | +5.7% |
| 5Y | +181.5% | +106.7% | +74.7% | +74.7% |
| All | +349.0% | +173.8% | +175.2% | +164.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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