+54.7%
MMM vs TECH
+179.6%
-124.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.8% |
| 7D | -2.6% | -0.1% | -2.5% | -2.6% |
| 30D | -9.3% | +0.3% | -9.6% | -9.4% |
| 3M | +5.6% | +32.9% | -27.4% | -1.7% |
| 6M | +9.5% | +32.1% | -22.6% | +0.8% |
| YTD | +4.1% | +23.4% | -19.2% | -2.8% |
| 1Y | +9.4% | +34.1% | -24.7% | -0.5% |
| 3Y | +101.0% | +2.2% | +98.8% | +89.6% |
| 5Y | +26.1% | -41.8% | +67.9% | +33.2% |
| 10Y | +54.7% | +188.9% | -134.2% | -5.1% |
| All | +54.7% | +179.6% | -124.8% | -5.1% |
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 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