+501.4%
MTZ vs TECH
+208.1%
+293.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +0.2% | +9.4% | +9.5% |
| 7D | -6.4% | +0.2% | -6.6% | -6.5% |
| 30D | -22.1% | +0.3% | -22.4% | -22.2% |
| 3M | -32.7% | +1.3% | -34.0% | -33.0% |
| 6M | -59.8% | +54.0% | -113.8% | -65.9% |
| YTD | -19.9% | +24.3% | -44.2% | -28.1% |
| 1Y | -11.5% | +25.8% | -37.3% | -21.1% |
| 3Y | +258.1% | +26.0% | +232.1% | +201.9% |
| 5Y | +85.5% | -40.1% | +125.6% | +105.6% |
| All | +501.4% | +208.1% | +293.2% | +128.1% |
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