+189.2%
TECH vs MTB
+113.8%
+75.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.2% | +0.1% |
| 7D | +0.2% | 0.0% | +0.2% | +0.2% |
| 30D | +0.5% | +0.8% | -0.4% | +0.2% |
| 3M | +1.0% | -12.8% | +13.7% | +4.8% |
| 6M | +54.1% | +6.7% | +47.4% | +51.0% |
| YTD | +24.4% | +11.3% | +13.1% | +20.4% |
| 1Y | +19.3% | +20.2% | -0.9% | +13.1% |
| 3Y | +28.5% | +103.8% | -75.2% | +6.7% |
| 5Y | -41.0% | +60.9% | -101.8% | -48.8% |
| All | +189.2% | +113.8% | +75.4% | +131.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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