+43.4%
SMH vs MDT
+20.2%
+23.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +6.1% | -8.9% | -0.3% |
| 7D | -11.2% | +10.7% | -21.9% | -7.4% |
| 30D | -20.4% | +19.3% | -39.8% | -14.7% |
| 3M | -12.4% | +22.8% | -35.2% | -5.2% |
| 6M | -0.5% | +36.4% | -36.9% | +9.6% |
| YTD | +40.0% | +12.1% | +28.0% | +57.9% |
| 1Y | +43.4% | +19.9% | +23.5% | +64.6% |
| All | +43.4% | +20.2% | +23.1% | +64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 MDT 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