-42.9%
TECH vs MDY
+43.9%
-86.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.8% |
| 7D | -0.5% | -2.5% | +2.0% | +2.3% |
| 30D | 0.0% | -5.0% | +5.1% | +5.7% |
| 3M | +37.4% | +0.5% | +37.0% | +36.5% |
| 6M | +36.9% | +8.0% | +28.9% | +24.9% |
| YTD | +23.1% | +12.2% | +10.9% | +8.1% |
| 1Y | +42.2% | +14.0% | +28.3% | +22.9% |
| 3Y | +1.9% | +48.2% | -46.2% | -32.7% |
| 5Y | -42.9% | +46.1% | -89.0% | -62.1% |
| All | -42.9% | +43.9% | -86.9% | -62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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