+213.3%
MCD vs TECH
+190.5%
+22.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +7.3% | +0.2% | +7.1% | +7.2% |
| 30D | +20.0% | +0.5% | +19.5% | +19.9% |
| 3M | +3.8% | +1.1% | +2.7% | +3.7% |
| 6M | +3.8% | +51.0% | -47.3% | -2.2% |
| YTD | -5.9% | +24.4% | -30.2% | -9.6% |
| 1Y | -3.2% | +27.4% | -30.7% | -7.5% |
| 3Y | +13.3% | +28.5% | -15.2% | +4.7% |
| 5Y | +25.2% | -40.9% | +66.1% | +32.8% |
| 10Y | +213.3% | +192.5% | +20.8% | +120.7% |
| All | +213.3% | +190.5% | +22.9% | +120.7% |
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