+183.5%
MAR vs TECK
+130.0%
+53.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.3% | 0.0% |
| 7D | +1.6% | -0.4% | +2.1% | +1.6% |
| 30D | +13.8% | -7.1% | +20.9% | +15.4% |
| 3M | +20.3% | -5.5% | +25.7% | +21.1% |
| 6M | +21.3% | -9.7% | +31.0% | +22.5% |
| YTD | +37.2% | +26.3% | +11.0% | +26.7% |
| 1Y | +48.4% | +44.4% | +4.1% | +32.4% |
| 3Y | +120.1% | +70.1% | +50.1% | +81.1% |
| All | +183.5% | +130.0% | +53.5% | +84.4% |
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