+655.9%
MRSH vs TECK
+2,212.2%
-1,556.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.2% | -1.8% |
| 7D | -5.9% | +4.9% | -10.7% | -6.4% |
| 30D | -7.3% | +5.2% | -12.5% | -7.9% |
| 3M | +7.4% | +13.8% | -6.3% | +5.5% |
| 6M | -0.7% | +38.5% | -39.2% | -5.2% |
| YTD | -3.2% | +47.3% | -50.5% | -8.6% |
| 1Y | -10.6% | +81.0% | -91.6% | -17.9% |
| 3Y | -4.6% | +79.9% | -84.4% | -14.1% |
| 5Y | +19.3% | +207.9% | -188.6% | -2.1% |
| 10Y | +217.3% | +389.5% | -172.2% | +127.6% |
| All | +655.9% | +2,212.2% | -1,556.2% | +377.9% |
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 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