-14.2%
MLM vs TECH
+20.9%
-35.1%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.7% | -0.7% |
| 7D | -0.9% | 0.0% | -0.9% | -0.9% |
| 30D | +9.0% | +0.4% | +8.6% | +9.0% |
| 3M | -5.6% | +1.0% | -6.5% | -5.7% |
| 6M | -10.7% | +62.7% | -73.3% | -15.5% |
| YTD | -17.2% | +24.3% | -41.5% | -21.4% |
| 1Y | -14.2% | +20.5% | -34.7% | -18.1% |
| All | -14.2% | +20.9% | -35.1% | -18.1% |
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 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