+67.7%
SMH vs MDLN
+4.5%
+63.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | +2.5% | +3.7% | -1.2% | +2.7% |
| 30D | -0.5% | -0.2% | -0.3% | -0.5% |
| 3M | -9.6% | +6.2% | -15.9% | -9.7% |
| 6M | +42.1% | -14.7% | +56.7% | +41.6% |
| YTD | +57.4% | -12.9% | +70.3% | +58.8% |
| All | +67.7% | +4.5% | +63.1% | +69.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 1y: compounded portfolio wealth divided by compounded MDLN 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…
1y analysis · Full analysis span regression · 6 months rolling