+324.2%
SMH vs MDT
-19.9%
+344.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.4% |
| 7D | +1.4% | -1.6% | +3.0% | +1.8% |
| 30D | -2.2% | +1.0% | -3.2% | -2.6% |
| 3M | -1.9% | +15.2% | -17.1% | -6.4% |
| 6M | +41.0% | +3.7% | +37.3% | +39.4% |
| YTD | +55.6% | -3.0% | +58.6% | +57.2% |
| 1Y | +86.8% | +2.5% | +84.4% | +84.4% |
| 3Y | +277.7% | +26.5% | +251.2% | +235.0% |
| 5Y | +324.2% | -18.3% | +342.4% | +353.1% |
| All | +324.2% | -19.9% | +344.1% | +353.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling