-41.7%
TECH vs MKC
-33.2%
-8.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.2% | -0.1% |
| 7D | +0.2% | -4.3% | +4.5% | +1.3% |
| 30D | +0.1% | -2.0% | +2.1% | +0.6% |
| 3M | +37.5% | +10.0% | +27.5% | +33.4% |
| 6M | +34.6% | -18.5% | +53.1% | +41.6% |
| YTD | +23.5% | -22.4% | +45.9% | +31.4% |
| 1Y | +34.4% | -23.6% | +58.0% | +43.5% |
| 3Y | +2.3% | -30.4% | +32.7% | +11.5% |
| 5Y | -41.7% | -34.2% | -7.5% | -35.1% |
| All | -41.7% | -33.2% | -8.5% | -35.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling