+277.4%
SMH vs MKC
-31.7%
+309.1%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.6% |
| 7D | +1.4% | -2.8% | +4.2% | +0.9% |
| 30D | -2.2% | -3.4% | +1.2% | -2.8% |
| 3M | -1.9% | +3.8% | -5.6% | -0.9% |
| 6M | +41.0% | -17.9% | +58.9% | +39.9% |
| YTD | +55.6% | -23.6% | +79.2% | +53.8% |
| 1Y | +86.8% | -23.1% | +109.9% | +85.2% |
| All | +277.4% | -31.7% | +309.1% | +299.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 3y: compounded portfolio wealth divided by compounded MKC 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…
3y analysis · Full analysis span regression · 6 months rolling