+593.1%
MA vs TECK
+198.5%
+394.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +3.0% | +1.6% |
| 7D | +1.3% | -0.4% | +1.7% | +1.3% |
| 30D | +9.6% | -7.1% | +16.7% | +10.9% |
| 3M | +16.8% | -5.5% | +22.3% | +17.5% |
| 6M | +35.2% | -9.7% | +44.9% | +36.1% |
| YTD | +16.6% | +26.3% | -9.7% | +8.4% |
| 1Y | +19.8% | +44.4% | -24.6% | +8.2% |
| 3Y | +70.7% | +70.1% | +0.6% | +43.5% |
| 5Y | +87.4% | +125.8% | -38.4% | +40.5% |
| All | +593.1% | +198.5% | +394.6% | +303.5% |
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