-90.1%
MARA vs TECK
+162.5%
-252.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.2% | +0.4% | +2.7% |
| 7D | +15.6% | +7.8% | +7.9% | +11.9% |
| 30D | +17.2% | +8.3% | +9.0% | +13.5% |
| 3M | -14.2% | +16.1% | -30.2% | -19.2% |
| 6M | +47.7% | +42.9% | +4.8% | +26.3% |
| YTD | +31.7% | +50.8% | -19.0% | +9.9% |
| 1Y | -22.2% | +106.1% | -128.2% | -43.8% |
| 3Y | +8.4% | +84.0% | -75.6% | -18.7% |
| 5Y | -68.3% | +223.5% | -291.7% | -81.6% |
| 10Y | -74.9% | +378.1% | -452.9% | -89.0% |
| All | -90.1% | +162.5% | -252.6% | -93.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling