-0.7%
MDT vs TECH
-41.4%
+40.7%
-38.1%
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 | -3.7% | +0.2% | -3.9% | -3.7% |
| 30D | +8.6% | +0.5% | +8.1% | +8.5% |
| 3M | +12.2% | +1.0% | +11.2% | +12.0% |
| 6M | +33.7% | +54.1% | -20.3% | +22.7% |
| YTD | +7.8% | +24.4% | -16.6% | +2.0% |
| 1Y | +8.9% | +19.3% | -10.4% | +3.8% |
| 3Y | +57.6% | +28.5% | +29.1% | +41.7% |
| 5Y | -0.7% | -41.0% | +40.3% | +4.5% |
| All | -0.7% | -41.4% | +40.7% | +4.5% |
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