+233.7%
SMH vs MDB
-41.3%
+275.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.6% | -1.3% | -2.6% |
| 7D | +4.9% | +6.8% | -1.9% | +3.4% |
| 30D | -13.8% | -6.2% | -7.6% | -12.4% |
| 3M | -17.4% | -29.2% | +11.9% | -11.7% |
| 6M | -15.0% | +10.3% | -25.3% | -19.5% |
| YTD | +35.2% | -20.4% | +55.5% | +35.6% |
| 1Y | +41.6% | -4.8% | +46.4% | +35.0% |
| 3Y | +215.6% | -11.6% | +227.2% | +183.0% |
| All | +233.7% | -41.3% | +275.0% | +196.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling