+1,162.0%
SMH vs MDB
+1,017.4%
+144.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.1% | +6.7% | +3.5% |
| 7D | +2.5% | -17.4% | +20.0% | +6.7% |
| 30D | -0.5% | -2.0% | +1.6% | -0.8% |
| 3M | -9.6% | -3.0% | -6.6% | -10.2% |
| 6M | +42.1% | +48.7% | -6.6% | +25.3% |
| YTD | +57.4% | -12.1% | +69.6% | +55.2% |
| 1Y | +96.2% | +14.5% | +81.7% | +80.2% |
| 3Y | +267.9% | -6.1% | +274.1% | +227.9% |
| 5Y | +327.7% | -27.3% | +355.0% | +263.3% |
| All | +1,162.0% | +1,017.4% | +144.6% | +471.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling