+101,598.4%
TECH vs MTB
+7,621.1%
+93,977.4%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +0.9% | +0.2% |
| 7D | +0.2% | -0.7% | +0.9% | +0.4% |
| 30D | +0.5% | +1.4% | -0.9% | 0.0% |
| 3M | +1.1% | -11.6% | +12.7% | +4.4% |
| 6M | +51.0% | +5.4% | +45.6% | +48.6% |
| YTD | +24.4% | +11.7% | +12.6% | +20.4% |
| 1Y | +27.4% | +20.5% | +6.9% | +20.9% |
| 3Y | +28.5% | +104.5% | -76.0% | +5.8% |
| 5Y | -40.9% | +65.1% | -105.9% | -49.5% |
| 10Y | +192.5% | +119.5% | +73.0% | +117.1% |
| All | +101,598.4% | +7,621.1% | +93,977.4% | +25,698.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling