+13,824.2%
MA vs TECK
+210.9%
+13,613.2%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.2% |
| 7D | -2.7% | -0.3% | -2.4% | -2.6% |
| 30D | +1.5% | +4.6% | -3.1% | +0.5% |
| 3M | +20.4% | +2.8% | +17.6% | +18.9% |
| 6M | +11.1% | +24.9% | -13.8% | +4.5% |
| YTD | +2.0% | +44.7% | -42.8% | -7.5% |
| 1Y | -2.2% | +112.0% | -114.1% | -18.7% |
| 3Y | +41.9% | +67.6% | -25.7% | +19.9% |
| 5Y | +75.4% | +200.3% | -125.0% | +25.0% |
| 10Y | +527.5% | +358.2% | +169.3% | +261.7% |
| All | +13,824.2% | +210.9% | +13,613.2% | +6,663.1% |
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 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