-25.1%
MARA vs TECK
+108.8%
-133.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.9% | -2.8% |
| 7D | +6.0% | -0.3% | +6.3% | +6.4% |
| 30D | +0.6% | +4.6% | -4.0% | -2.1% |
| 3M | -18.5% | +2.8% | -21.4% | -20.3% |
| 6M | +21.7% | +24.9% | -3.2% | +5.6% |
| YTD | +25.9% | +44.7% | -18.8% | +0.4% |
| 1Y | -25.1% | +112.0% | -137.1% | -49.9% |
| All | -25.1% | +108.8% | -133.9% | -49.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling