+154.9%
MAR vs TECK
+199.3%
-44.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +1.3% |
| 7D | -0.5% | +4.9% | -5.4% | -1.6% |
| 30D | -4.7% | +5.2% | -9.9% | -5.8% |
| 3M | -15.6% | +13.8% | -29.4% | -18.5% |
| 6M | +1.2% | +38.5% | -37.3% | -7.2% |
| YTD | +7.5% | +47.3% | -39.8% | -3.5% |
| 1Y | +26.6% | +81.0% | -54.4% | +7.6% |
| 3Y | +66.0% | +79.9% | -13.9% | +36.1% |
| All | +154.9% | +199.3% | -44.4% | +79.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling