+338.0%
SMH vs MDB
-24.3%
+362.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.1% |
| 7D | +4.3% | -4.5% | +8.9% | +5.3% |
| 30D | +0.9% | -14.0% | +14.8% | +3.6% |
| 3M | -2.8% | +5.3% | -8.1% | -5.4% |
| 6M | +45.6% | +31.9% | +13.7% | +32.1% |
| YTD | +59.5% | -14.6% | +74.1% | +58.4% |
| 1Y | +93.4% | +8.2% | +85.2% | +79.9% |
| 3Y | +287.1% | -5.0% | +292.1% | +242.2% |
| 5Y | +338.0% | -24.5% | +362.6% | +269.2% |
| All | +338.0% | -24.3% | +362.3% | +269.2% |
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 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