+254.1%
MP vs TECH
+16.5%
+237.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.2% | +4.8% | +4.9% |
| 7D | -10.5% | +0.2% | -10.7% | -10.6% |
| 30D | -23.5% | +0.3% | -23.9% | -23.7% |
| 3M | -25.4% | +1.3% | -26.8% | -25.8% |
| 6M | -51.3% | +54.0% | -105.2% | -60.8% |
| YTD | -29.9% | +24.3% | -54.2% | -39.1% |
| 1Y | -31.8% | +25.8% | -57.6% | -41.7% |
| 3Y | +127.0% | +26.0% | +101.0% | +83.9% |
| 5Y | -3.3% | -40.1% | +36.8% | +12.9% |
| All | +254.1% | +16.5% | +237.6% | +243.3% |
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 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