-42.4%
TECH vs MTB
+101.8%
-144.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +0.1% | +1.7% | -1.6% | -0.6% |
| 30D | +0.7% | -4.2% | +4.9% | +2.4% |
| 3M | +36.3% | +8.9% | +27.5% | +31.5% |
| 6M | +25.6% | +10.9% | +14.7% | +20.0% |
| YTD | +23.7% | +21.5% | +2.2% | +13.9% |
| 1Y | +37.6% | +21.9% | +15.7% | +26.4% |
| 3Y | -6.6% | +109.2% | -115.8% | -29.9% |
| All | -42.4% | +101.8% | -144.2% | -53.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling