+206.1%
MLM vs TECH
+187.6%
+18.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.2% | +1.2% |
| 7D | -2.9% | +0.1% | -3.0% | -2.9% |
| 30D | -6.8% | +0.7% | -7.5% | -7.0% |
| 3M | -11.2% | +36.3% | -47.6% | -18.7% |
| 6M | -21.8% | +25.6% | -47.4% | -27.8% |
| YTD | -17.0% | +23.7% | -40.7% | -23.4% |
| 1Y | -16.4% | +37.6% | -54.0% | -25.7% |
| 3Y | +14.5% | -6.6% | +21.1% | +10.3% |
| 5Y | +41.7% | -42.2% | +84.0% | +54.6% |
| All | +206.1% | +187.6% | +18.6% | +68.1% |
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