-58.7%
MARA vs TECK
+59.3%
-118.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.3% | -8.3% | -7.1% |
| 7D | -6.5% | +2.3% | -8.8% | -8.5% |
| 30D | -38.5% | -5.0% | -33.5% | -36.3% |
| 3M | -41.5% | -0.3% | -41.2% | -41.4% |
| 6M | -41.9% | +13.9% | -55.8% | -46.5% |
| YTD | -23.5% | +35.2% | -58.7% | -36.2% |
| 1Y | -58.7% | +57.5% | -116.2% | -69.6% |
| All | -58.7% | +59.3% | -118.0% | -69.6% |
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 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