+15,614.6%
MA vs TECK
+172.4%
+15,442.2%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.7% |
| 7D | +2.3% | -0.2% | +2.5% | +2.3% |
| 30D | +14.7% | -7.5% | +22.2% | +16.3% |
| 3M | +13.5% | -8.4% | +21.9% | +15.0% |
| 6M | +33.1% | -2.2% | +35.3% | +31.9% |
| YTD | +15.1% | +26.8% | -11.8% | +6.8% |
| 1Y | +18.7% | +46.5% | -27.8% | +6.8% |
| 3Y | +72.1% | +69.0% | +3.1% | +45.0% |
| 5Y | +92.8% | +138.8% | -46.0% | +44.3% |
| 10Y | +571.6% | +224.3% | +347.3% | +317.0% |
| All | +15,614.6% | +172.4% | +15,442.2% | +7,711.3% |
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