+140.5%
MLM vs TECH
+187.7%
-47.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | -2.0% | +0.2% | -2.2% | -2.1% |
| 30D | +9.5% | +0.5% | +9.0% | +9.4% |
| 3M | -4.7% | +1.0% | -5.7% | -5.0% |
| 6M | -10.7% | +54.1% | -64.8% | -20.9% |
| YTD | -16.6% | +24.4% | -41.0% | -23.0% |
| 1Y | -15.4% | +19.3% | -34.7% | -21.1% |
| 3Y | +15.9% | +28.5% | -12.6% | +1.0% |
| 5Y | +27.1% | -41.0% | +68.1% | +37.9% |
| All | +140.5% | +187.7% | -47.3% | +42.8% |
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