+1,253.2%
SMH vs MDT
+214.2%
+1,039.0%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.5% | +2.1% |
| 7D | +2.5% | +3.2% | -0.7% | +1.1% |
| 30D | -0.5% | +9.5% | -10.0% | -4.6% |
| 3M | -9.6% | +16.0% | -25.6% | -16.4% |
| 6M | +42.1% | +0.2% | +41.9% | +39.8% |
| YTD | +57.4% | -0.3% | +57.7% | +54.9% |
| 1Y | +96.2% | +4.7% | +91.5% | +88.0% |
| 3Y | +267.9% | +26.5% | +241.4% | +216.9% |
| 5Y | +327.7% | -18.2% | +345.9% | +346.1% |
| 10Y | +1,764.6% | +40.0% | +1,724.6% | +1,398.2% |
| All | +1,253.2% | +214.2% | +1,039.0% | +570.8% |
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