+1,016.7%
SMH vs MDB
+929.6%
+87.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.1% |
| 7D | +12.1% | +11.6% | +0.5% | +9.3% |
| 30D | -14.7% | -8.9% | -5.8% | -12.8% |
| 3M | -14.2% | -22.4% | +8.2% | -10.3% |
| 6M | -10.6% | +10.1% | -20.7% | -15.3% |
| YTD | +39.3% | -19.0% | +58.4% | +39.0% |
| 1Y | +41.6% | -7.0% | +48.6% | +35.7% |
| 3Y | +223.4% | -9.8% | +233.2% | +189.6% |
| 5Y | +243.5% | -40.1% | +283.5% | +203.9% |
| All | +1,016.7% | +929.6% | +87.1% | +411.4% |
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