+286.7%
SMH vs MDB
-5.6%
+292.4%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.5% | +4.6% | +1.8% |
| 7D | +5.2% | -18.0% | +23.2% | +8.8% |
| 30D | -1.5% | -10.7% | +9.2% | -0.1% |
| 3M | -4.1% | +1.0% | -5.1% | -5.4% |
| 6M | +50.8% | +31.6% | +19.1% | +38.9% |
| YTD | +59.3% | -15.2% | +74.5% | +59.6% |
| 1Y | +94.1% | +10.1% | +84.0% | +82.0% |
| 3Y | +286.7% | -5.6% | +292.4% | +250.8% |
| All | +286.7% | -5.6% | +292.4% | +250.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling