-15.0%
MLM vs TECH
+26.2%
-41.3%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.7% | -0.8% |
| 7D | -5.8% | +0.1% | -5.9% | -5.8% |
| 30D | +9.8% | +0.3% | +9.5% | +9.8% |
| 3M | -5.2% | +1.0% | -6.2% | -5.3% |
| 6M | -10.3% | +54.0% | -64.3% | -14.7% |
| YTD | -15.5% | +24.3% | -39.8% | -19.6% |
| 1Y | -15.0% | +23.7% | -38.8% | -19.3% |
| All | -15.0% | +26.2% | -41.3% | -19.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling