+302.4%
MXL vs TECH
+189.9%
+112.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.1% | +7.5% | +7.5% |
| 7D | +18.9% | -0.4% | +19.3% | +19.2% |
| 30D | +0.3% | 0.0% | +0.4% | +0.4% |
| 3M | -8.0% | +33.7% | -41.7% | -23.8% |
| 6M | +341.2% | +34.9% | +306.3% | +251.3% |
| YTD | +327.8% | +23.2% | +304.7% | +257.8% |
| 1Y | +364.9% | +36.3% | +328.6% | +261.3% |
| 3Y | +229.2% | +2.3% | +227.0% | +189.2% |
| 5Y | +42.8% | -42.9% | +85.7% | +84.9% |
| All | +302.4% | +189.9% | +112.5% | +111.8% |
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