+189.2%
TECH vs MKC
+24.3%
+164.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.4% |
| 7D | +0.2% | -7.3% | +7.5% | +2.4% |
| 30D | +0.5% | +4.0% | -3.5% | -0.9% |
| 3M | +1.0% | -11.5% | +12.4% | +4.1% |
| 6M | +54.1% | +1.1% | +53.0% | +52.2% |
| YTD | +24.4% | -29.9% | +54.3% | +36.4% |
| 1Y | +19.3% | -27.0% | +46.3% | +29.1% |
| 3Y | +28.5% | -22.3% | +50.9% | +36.1% |
| 5Y | -41.0% | -36.0% | -4.9% | -35.1% |
| All | +189.2% | +24.3% | +164.8% | +174.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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