+19.0%
MARA vs TECK
+65.8%
-46.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.8% | +4.0% | +4.3% |
| 7D | +5.9% | -3.8% | +9.8% | +8.7% |
| 30D | +24.3% | +0.7% | +23.5% | +24.2% |
| 3M | -12.0% | +4.6% | -16.6% | -14.3% |
| 6M | +40.1% | +25.1% | +15.0% | +21.7% |
| YTD | +33.4% | +39.2% | -5.8% | +8.1% |
| 1Y | -23.7% | +60.3% | -84.1% | -43.7% |
| 3Y | +19.0% | +62.9% | -43.9% | -12.9% |
| All | +19.0% | +65.8% | -46.8% | -12.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling