+195.7%
MRVL vs TECK
+74.1%
+121.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.6% | -3.0% | -3.6% |
| 7D | +11.0% | -0.4% | +11.5% | +11.6% |
| 30D | -36.1% | -7.1% | -29.0% | -32.7% |
| 3M | -29.4% | -5.5% | -24.0% | -26.8% |
| 6M | -11.9% | -9.7% | -2.2% | -4.7% |
| YTD | +84.8% | +26.3% | +58.5% | +62.4% |
| 1Y | +79.4% | +44.4% | +35.0% | +45.8% |
| 3Y | +195.7% | +70.1% | +125.7% | +115.0% |
| All | +195.7% | +74.1% | +121.7% | +115.0% |
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 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