+68.1%
SMH vs MDLN
-7.1%
+75.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.0% | +1.5% |
| 7D | +0.3% | -11.1% | +11.4% | -0.2% |
| 30D | -2.8% | -8.4% | +5.6% | -3.1% |
| 3M | -6.7% | -12.4% | +5.7% | -7.2% |
| 6M | +41.8% | -23.3% | +65.0% | +40.7% |
| YTD | +57.9% | -22.5% | +80.4% | +58.4% |
| All | +68.1% | -7.1% | +75.2% | +69.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling