+433.8%
MAR vs TECK
+377.7%
+56.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.5% |
| 7D | -0.5% | -3.8% | +3.3% | +0.4% |
| 30D | -5.4% | +0.7% | -6.2% | -5.8% |
| 3M | -15.5% | +4.6% | -20.1% | -17.2% |
| 6M | +3.0% | +25.1% | -22.2% | -4.6% |
| YTD | +8.5% | +39.2% | -30.6% | -3.1% |
| 1Y | +26.0% | +60.3% | -34.4% | +7.4% |
| 3Y | +68.6% | +62.9% | +5.7% | +37.6% |
| 5Y | +157.4% | +181.5% | -24.1% | +69.1% |
| All | +433.8% | +377.7% | +56.2% | +169.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling