+2,495.9%
MAR vs TECK
+2,171.4%
+324.5%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | -4.2% | -0.3% | -3.8% | -4.1% |
| 30D | -6.7% | +4.6% | -11.3% | -7.7% |
| 3M | -12.5% | +2.8% | -15.3% | -13.7% |
| 6M | +0.6% | +24.9% | -24.3% | -5.6% |
| YTD | +9.1% | +44.7% | -35.6% | -1.5% |
| 1Y | +26.2% | +112.0% | -85.8% | +3.6% |
| 3Y | +68.2% | +67.6% | +0.6% | +41.8% |
| 5Y | +163.9% | +200.3% | -36.4% | +87.3% |
| 10Y | +420.6% | +358.2% | +62.3% | +202.6% |
| All | +2,495.9% | +2,171.4% | +324.5% | +970.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling