-15.0%
SMH vs MDT
+37.8%
-52.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.9% | -4.8% | -1.8% |
| 7D | +4.9% | +1.0% | +3.9% | +5.6% |
| 30D | -13.8% | +9.2% | -23.0% | -8.0% |
| 3M | -17.4% | +14.5% | -31.9% | -8.6% |
| 6M | -15.0% | +37.3% | -52.3% | +2.2% |
| All | -15.0% | +37.8% | -52.8% | +2.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling