+1,061.7%
SMH vs MDT
+246.0%
+815.6%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.9% | -4.8% | -3.8% |
| 7D | +4.9% | +1.0% | +3.9% | +4.4% |
| 30D | -13.8% | +9.2% | -23.0% | -17.4% |
| 3M | -17.4% | +14.5% | -31.9% | -22.9% |
| 6M | -15.0% | +37.3% | -52.3% | -27.8% |
| YTD | +35.2% | +9.8% | +25.3% | +26.4% |
| 1Y | +41.6% | +10.5% | +31.1% | +31.8% |
| 3Y | +215.6% | +57.4% | +158.2% | +144.6% |
| 5Y | +233.2% | +1.2% | +232.1% | +213.8% |
| 10Y | +1,458.7% | +63.2% | +1,395.4% | +1,062.7% |
| All | +1,061.7% | +246.0% | +815.6% | +447.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling