+28.5%
TECH vs MKC
-21.4%
+49.9%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.6% |
| 7D | +0.2% | -2.4% | +2.6% | +0.8% |
| 30D | +0.5% | +5.4% | -4.9% | -1.3% |
| 3M | +1.1% | -11.1% | +12.2% | +4.2% |
| 6M | +51.0% | -1.4% | +52.4% | +49.9% |
| YTD | +24.4% | -29.4% | +53.8% | +38.0% |
| 1Y | +27.4% | -24.7% | +52.2% | +37.6% |
| 3Y | +28.5% | -21.8% | +50.3% | +38.7% |
| All | +28.5% | -21.4% | +49.9% | +38.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling