+327.2%
SMH vs MCHP
+3.6%
+323.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.7% | -2.2% | -0.8% |
| 7D | +0.3% | 0.0% | +0.2% | +0.2% |
| 30D | -2.8% | -6.0% | +3.2% | +1.0% |
| 3M | -6.7% | -19.7% | +13.0% | +5.9% |
| 6M | +41.8% | +14.0% | +27.7% | +29.1% |
| YTD | +57.9% | +18.4% | +39.4% | +38.8% |
| 1Y | +87.6% | +17.1% | +70.5% | +64.1% |
| 3Y | +282.9% | +0.7% | +282.2% | +244.9% |
| All | +327.2% | +3.6% | +323.6% | +266.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MCHP.
Daily Out/Under-Performance
Portfolio return minus MCHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCHP 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 MCHP 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