+516.9%
MA vs TECK
+383.8%
+133.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.2% | -5.6% | -2.2% |
| 7D | -1.8% | +7.8% | -9.5% | -3.2% |
| 30D | +1.4% | +8.3% | -6.9% | -0.2% |
| 3M | +17.7% | +16.1% | +1.7% | +13.9% |
| 6M | +9.7% | +42.9% | -33.2% | +0.9% |
| YTD | +0.5% | +50.8% | -50.3% | -9.1% |
| 1Y | -2.1% | +106.1% | -108.1% | -17.5% |
| 3Y | +40.1% | +84.0% | -43.9% | +16.7% |
| 5Y | +67.5% | +223.5% | -156.0% | +17.1% |
| All | +516.9% | +383.8% | +133.1% | +252.1% |
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