+180.0%
MCD vs TECH
+178.6%
+1.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -2.0% | +0.2% | -2.2% | -2.1% |
| 30D | -6.1% | +0.1% | -6.3% | -6.2% |
| 3M | -7.3% | +37.5% | -44.7% | -11.4% |
| 6M | -20.9% | +34.6% | -55.5% | -24.8% |
| YTD | -14.7% | +23.5% | -38.1% | -18.0% |
| 1Y | -16.1% | +34.4% | -50.5% | -20.8% |
| 3Y | -1.5% | +2.3% | -3.8% | -5.0% |
| 5Y | +20.4% | -41.7% | +62.2% | +27.8% |
| 10Y | +180.0% | +177.6% | +2.4% | +97.2% |
| All | +180.0% | +178.6% | +1.4% | +97.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 10y: compounded portfolio wealth divided by compounded TECH 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…
10y analysis · Full analysis span regression · 6 months rolling