+935.9%
VMC vs TECK
+1,881.2%
-945.4%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.1% | -0.2% |
| 7D | -1.3% | -0.4% | -0.8% | -1.2% |
| 30D | +15.5% | -7.1% | +22.6% | +17.1% |
| 3M | +0.6% | -5.5% | +6.1% | +1.4% |
| 6M | +2.1% | -9.7% | +11.8% | +3.2% |
| YTD | -1.6% | +26.3% | -27.8% | -8.2% |
| 1Y | -1.2% | +44.4% | -45.5% | -10.7% |
| 3Y | +35.3% | +70.1% | -34.7% | +14.3% |
| 5Y | +43.6% | +125.8% | -82.2% | +8.9% |
| 10Y | +126.7% | +200.6% | -73.8% | +43.7% |
| All | +935.9% | +1,881.2% | -945.4% | +378.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling