+32.0%
MLM vs TECH
-39.6%
+71.6%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.1% | -5.1% | -5.1% |
| 7D | -1.2% | -0.1% | -1.2% | -1.2% |
| 30D | +7.9% | +0.3% | +7.6% | +7.9% |
| 3M | -4.5% | +1.0% | -5.5% | -4.7% |
| 6M | -12.6% | +28.6% | -41.2% | -18.9% |
| YTD | -14.9% | +24.1% | -38.9% | -21.0% |
| 1Y | -13.1% | +21.9% | -35.0% | -19.1% |
| 3Y | +21.2% | +25.7% | -4.5% | +5.9% |
| 5Y | +32.0% | -40.2% | +72.2% | +45.3% |
| All | +32.0% | -39.6% | +71.6% | +45.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling