+157.9%
MTZ vs TECH
-42.5%
+200.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | -1.6% | +0.1% | -1.7% | -1.6% |
| 30D | -11.1% | +0.7% | -11.8% | -11.2% |
| 3M | -36.7% | +36.3% | -73.1% | -42.5% |
| 6M | -21.9% | +25.6% | -47.5% | -28.3% |
| YTD | +9.1% | +23.7% | -14.6% | 0.0% |
| 1Y | +30.0% | +37.6% | -7.7% | +14.0% |
| 3Y | +138.5% | -6.6% | +145.0% | +129.2% |
| All | +157.9% | -42.5% | +200.4% | +168.2% |
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