+57.4%
MAR vs TECK
+59.3%
-1.9%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.3% | -2.2% | +1.4% |
| 7D | +7.7% | +2.3% | +5.5% | +7.3% |
| 30D | +19.4% | -5.0% | +24.4% | +20.1% |
| 3M | +23.3% | -0.3% | +23.6% | +23.0% |
| 6M | +22.8% | +13.9% | +9.0% | +18.5% |
| YTD | +37.8% | +35.2% | +2.6% | +27.9% |
| 1Y | +57.4% | +57.5% | -0.2% | +39.6% |
| All | +57.4% | +59.3% | -1.9% | +39.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling