+1,270.6%
SMH vs MCHP
+909.0%
+361.6%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.4% |
| 7D | +4.3% | +0.3% | +4.0% | +4.1% |
| 30D | +0.9% | -9.8% | +10.6% | +7.7% |
| 3M | -2.8% | -19.7% | +16.9% | +11.1% |
| 6M | +45.6% | +13.6% | +32.1% | +31.7% |
| YTD | +59.5% | +16.5% | +42.9% | +40.1% |
| 1Y | +93.4% | +15.7% | +77.7% | +68.3% |
| 3Y | +287.1% | 0.0% | +287.1% | +239.0% |
| 5Y | +338.0% | +4.4% | +333.6% | +268.9% |
| 10Y | +1,876.8% | +201.4% | +1,675.4% | +653.8% |
| All | +1,270.6% | +909.0% | +361.6% | +76.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling