+45.6%
SMH vs MDLN
-21.0%
+66.6%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | 0.0% |
| 7D | +4.3% | -6.2% | +10.5% | +3.9% |
| 30D | +0.9% | +0.7% | +0.1% | +1.0% |
| 3M | -2.8% | -5.4% | +2.6% | -3.3% |
| 6M | +45.6% | -21.6% | +67.2% | +42.1% |
| All | +45.6% | -21.0% | +66.6% | +42.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling