-14.3%
MLM vs TECH
+21.1%
-35.5%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.9% |
| 7D | -4.1% | +0.2% | -4.3% | -4.1% |
| 30D | +8.2% | +0.3% | +7.8% | +8.1% |
| 3M | -3.6% | +1.3% | -4.9% | -3.7% |
| 6M | -15.6% | +54.0% | -69.5% | -19.7% |
| YTD | -16.4% | +24.3% | -40.7% | -20.4% |
| 1Y | -14.3% | +25.8% | -40.1% | -18.7% |
| All | -14.3% | +21.1% | -35.5% | -18.7% |
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