+73.1%
MA vs TECK
+200.8%
-127.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.2% |
| 7D | -2.7% | -0.3% | -2.4% | -2.7% |
| 30D | +1.5% | +4.6% | -3.1% | +0.9% |
| 3M | +20.4% | +2.8% | +17.6% | +19.6% |
| 6M | +11.1% | +24.9% | -13.8% | +7.0% |
| YTD | +2.0% | +44.7% | -42.8% | -4.3% |
| 1Y | -2.2% | +112.0% | -114.1% | -13.9% |
| 3Y | +41.9% | +67.6% | -25.7% | +25.9% |
| All | +73.1% | +200.8% | -127.8% | +44.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling