+2,436.4%
MAR vs TECK
+2,265.7%
+170.6%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.2% | -6.4% | -3.2% |
| 7D | -1.7% | +7.8% | -9.5% | -3.4% |
| 30D | -6.9% | +8.3% | -15.2% | -8.7% |
| 3M | -15.8% | +16.1% | -31.9% | -19.1% |
| 6M | +1.9% | +42.9% | -40.9% | -7.2% |
| YTD | +6.6% | +50.8% | -44.1% | -4.7% |
| 1Y | +23.7% | +106.1% | -82.4% | +2.2% |
| 3Y | +64.6% | +84.0% | -19.4% | +35.8% |
| 5Y | +156.4% | +223.5% | -67.1% | +78.9% |
| 10Y | +415.4% | +378.1% | +37.3% | +196.8% |
| All | +2,436.4% | +2,265.7% | +170.6% | +935.6% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling