+559.7%
SMH vs MP
+268.3%
+291.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.0% | +1.3% | +3.7% |
| 7D | -6.7% | -3.6% | -3.1% | -6.0% |
| 30D | -19.8% | -21.0% | +1.1% | -16.3% |
| 3M | -15.1% | -33.3% | +18.2% | -8.8% |
| 6M | -14.6% | -45.9% | +31.3% | -5.4% |
| YTD | +34.3% | -27.8% | +62.1% | +39.9% |
| 1Y | +35.2% | -43.2% | +78.4% | +46.1% |
| 3Y | +211.7% | +144.0% | +67.6% | +129.0% |
| 5Y | +240.5% | -6.1% | +246.6% | +197.0% |
| All | +559.7% | +268.3% | +291.4% | +435.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 10y: compounded portfolio wealth divided by compounded MP 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…
10y analysis · Full analysis span regression · 6 months rolling