+65.8%
MAR vs TECK
+64.4%
+1.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.3% | +5.6% | +0.5% |
| 7D | -2.1% | -4.2% | +2.2% | -1.4% |
| 30D | -5.7% | -0.4% | -5.3% | -5.7% |
| 3M | -14.6% | +10.1% | -24.8% | -16.7% |
| 6M | +1.3% | +26.0% | -24.6% | -4.6% |
| YTD | +6.7% | +38.0% | -31.3% | -2.1% |
| 1Y | +26.4% | +63.8% | -37.3% | +10.9% |
| All | +65.8% | +64.4% | +1.3% | +42.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling