+138.8%
MLM vs TECH
+187.9%
-49.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -0.9% | +0.1% | -1.0% | -0.9% |
| 30D | +9.0% | +0.5% | +8.5% | +8.9% |
| 3M | -5.6% | +1.1% | -6.7% | -5.8% |
| 6M | -10.7% | +62.8% | -73.5% | -22.0% |
| YTD | -17.2% | +24.5% | -41.6% | -23.6% |
| 1Y | -14.2% | +20.6% | -34.9% | -20.2% |
| 3Y | +15.6% | +29.5% | -13.9% | +0.5% |
| 5Y | +26.2% | -40.9% | +67.2% | +36.9% |
| All | +138.8% | +187.9% | -49.1% | +41.8% |
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