+20.8%
MCD vs TECH
-41.0%
+61.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -1.6% | +0.1% | -1.8% | -1.7% |
| 30D | +14.1% | +0.5% | +13.6% | +14.1% |
| 3M | +0.6% | +1.1% | -0.5% | +0.5% |
| 6M | 0.0% | +62.8% | -62.8% | -4.0% |
| YTD | -9.3% | +24.5% | -33.7% | -11.4% |
| 1Y | -9.3% | +20.6% | -29.9% | -11.2% |
| 3Y | +8.6% | +29.5% | -20.9% | +3.3% |
| All | +20.8% | -41.0% | +61.8% | +26.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling