+1,147.0%
SMH vs MDB
+1,032.9%
+114.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.3% | -6.8% | -3.4% |
| 7D | +1.4% | -2.8% | +4.1% | +1.9% |
| 30D | -2.2% | -14.9% | +12.7% | +0.8% |
| 3M | -1.9% | +7.3% | -9.2% | -4.9% |
| 6M | +41.0% | +38.2% | +2.8% | +26.6% |
| YTD | +55.6% | -10.9% | +66.5% | +52.8% |
| 1Y | +86.8% | +11.6% | +75.2% | +72.6% |
| 3Y | +277.7% | -0.9% | +278.6% | +231.9% |
| 5Y | +324.2% | -23.5% | +347.7% | +255.9% |
| All | +1,147.0% | +1,032.9% | +114.1% | +462.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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