-15.1%
MP vs TECH
-40.1%
+25.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -39.0% |
| 1Y | -31.8% | +25.8% | -57.6% | -41.6% |
| 3Y | +127.0% | +26.0% | +101.0% | +82.3% |
| All | -15.1% | -40.1% | +25.0% | +4.7% |
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 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