-15.6%
VMC vs TECK
+66.9%
-82.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | 0.0% | +0.7% |
| 7D | -3.8% | -3.8% | +0.1% | -3.3% |
| 30D | -9.7% | +0.7% | -10.4% | -9.8% |
| 3M | -9.6% | +4.6% | -14.2% | -10.2% |
| 6M | -4.8% | +25.1% | -30.0% | -8.5% |
| YTD | -10.9% | +39.2% | -50.1% | -15.0% |
| 1Y | -15.6% | +60.3% | -75.9% | -20.6% |
| All | -15.6% | +66.9% | -82.5% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 1y: compounded portfolio wealth divided by compounded TECK 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…
1y analysis · Full analysis span regression · 6 months rolling