+959.5%
MDB vs TECH
+148.1%
+811.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +11.6% | +0.2% | +11.3% | +11.4% |
| 30D | -8.9% | +0.5% | -9.4% | -9.2% |
| 3M | -22.4% | +1.0% | -23.4% | -22.8% |
| 6M | +10.1% | +54.1% | -44.0% | -19.3% |
| YTD | -19.0% | +24.4% | -43.4% | -34.3% |
| 1Y | -7.0% | +19.3% | -26.3% | -22.9% |
| 3Y | -9.8% | +28.5% | -38.4% | -41.1% |
| 5Y | -40.1% | -41.0% | +0.9% | -18.4% |
| All | +959.5% | +148.1% | +811.4% | +344.9% |
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