-68.0%
MARA vs TECK
+180.4%
-248.4%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -6.3% | +2.2% | -0.2% |
| 7D | -1.5% | -4.2% | +2.8% | +1.2% |
| 30D | +18.1% | -0.4% | +18.4% | +18.8% |
| 3M | -9.4% | +10.1% | -19.6% | -14.2% |
| 6M | +33.4% | +26.0% | +7.4% | +16.1% |
| YTD | +27.3% | +38.0% | -10.8% | +4.6% |
| 1Y | -27.9% | +63.8% | -91.7% | -46.8% |
| 3Y | +4.8% | +68.5% | -63.7% | -26.7% |
| 5Y | -68.0% | +179.2% | -247.2% | -86.0% |
| All | -68.0% | +180.4% | -248.4% | -86.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling