+188.9%
TECH vs MTB
+172.8%
+16.1%
-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% | +0.1% | 0.0% |
| 7D | -0.1% | +1.1% | -1.1% | -0.4% |
| 30D | +0.3% | -4.6% | +4.9% | +1.6% |
| 3M | +32.9% | +6.3% | +26.7% | +30.5% |
| 6M | +32.1% | +15.6% | +16.5% | +26.5% |
| YTD | +23.4% | +20.6% | +2.8% | +16.9% |
| 1Y | +34.1% | +22.5% | +11.5% | +26.3% |
| 3Y | +2.2% | +114.4% | -112.2% | -16.6% |
| 5Y | -41.8% | +101.9% | -143.7% | -52.1% |
| 10Y | +188.9% | +170.4% | +18.5% | +103.1% |
| All | +188.9% | +172.8% | +16.1% | +103.1% |
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