+2,265.7%
TECK vs MTB
+474.2%
+1,791.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.6% | +4.7% | +4.5% |
| 7D | +7.8% | +2.8% | +5.0% | +6.1% |
| 30D | +8.3% | -4.2% | +12.5% | +10.8% |
| 3M | +16.1% | +7.8% | +8.3% | +10.7% |
| 6M | +42.9% | +14.8% | +28.0% | +31.4% |
| YTD | +50.8% | +20.8% | +30.0% | +34.6% |
| 1Y | +106.1% | +23.1% | +83.0% | +81.4% |
| 3Y | +84.0% | +114.8% | -30.8% | +14.7% |
| 5Y | +223.5% | +103.3% | +120.2% | +98.3% |
| 10Y | +378.1% | +173.0% | +205.1% | +129.9% |
| All | +2,265.7% | +474.2% | +1,791.6% | +716.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling