-74.1%
MARA vs TECK
+377.7%
-451.8%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.8% | +4.0% | +4.3% |
| 7D | +5.9% | -3.8% | +9.8% | +8.3% |
| 30D | +24.3% | +0.7% | +23.5% | +24.3% |
| 3M | -12.0% | +4.6% | -16.6% | -13.7% |
| 6M | +40.1% | +25.1% | +15.0% | +24.0% |
| YTD | +33.4% | +39.2% | -5.8% | +11.1% |
| 1Y | -23.7% | +60.3% | -84.1% | -41.6% |
| 3Y | +19.0% | +62.9% | -43.9% | -12.1% |
| 5Y | -66.5% | +181.5% | -248.0% | -82.5% |
| All | -74.1% | +377.7% | -451.8% | -90.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling