+188.9%
TECH vs MKC
+26.7%
+162.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.2% |
| 7D | -0.1% | -4.3% | +4.2% | +1.2% |
| 30D | +0.3% | -3.1% | +3.4% | +1.1% |
| 3M | +32.9% | +6.8% | +26.1% | +29.8% |
| 6M | +32.1% | -18.3% | +50.4% | +39.3% |
| YTD | +23.4% | -23.1% | +46.4% | +32.2% |
| 1Y | +34.1% | -23.7% | +57.7% | +43.8% |
| 3Y | +2.2% | -31.0% | +33.2% | +12.2% |
| 5Y | -41.8% | -33.5% | -8.3% | -36.4% |
| 10Y | +188.9% | +30.3% | +158.6% | +167.6% |
| All | +188.9% | +26.7% | +162.2% | +167.6% |
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