+568.4%
MA vs TECK
+211.9%
+356.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.8% | +3.3% | +1.0% |
| 7D | +1.8% | +1.7% | +0.1% | +1.4% |
| 30D | +11.8% | -7.6% | +19.5% | +13.3% |
| 3M | +17.2% | -5.9% | +23.0% | +18.0% |
| 6M | +33.4% | -2.8% | +36.2% | +32.5% |
| YTD | +16.1% | +31.8% | -15.7% | +7.2% |
| 1Y | +19.9% | +49.1% | -29.2% | +7.7% |
| 3Y | +70.1% | +83.0% | -12.9% | +40.9% |
| 5Y | +89.6% | +150.6% | -61.0% | +39.0% |
| 10Y | +568.4% | +219.0% | +349.5% | +284.9% |
| All | +568.4% | +211.9% | +356.5% | +284.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling