+321.2%
MRVL vs TECK
+75.5%
+245.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.3% | +6.5% | +5.7% |
| 7D | +13.8% | +4.9% | +8.9% | +10.3% |
| 30D | +12.7% | +5.2% | +7.5% | +9.0% |
| 3M | -11.9% | +13.8% | -25.7% | -18.3% |
| 6M | +153.8% | +38.5% | +115.4% | +115.8% |
| YTD | +177.0% | +47.3% | +129.6% | +122.1% |
| 1Y | +252.3% | +81.0% | +171.4% | +150.4% |
| All | +321.2% | +75.5% | +245.7% | +194.2% |
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