+213.6%
SMH vs MP
+114.3%
+99.3%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.9% | -1.3% | +2.8% |
| 7D | -11.2% | -10.5% | -0.7% | -9.6% |
| 30D | -25.8% | -23.5% | -2.2% | -22.7% |
| 3M | -18.8% | -25.4% | +6.6% | -15.4% |
| 6M | -15.6% | -51.3% | +35.7% | -7.3% |
| YTD | +28.8% | -29.9% | +58.7% | +34.4% |
| 1Y | +32.6% | -31.8% | +64.4% | +38.5% |
| 3Y | +213.6% | +127.0% | +86.6% | +155.3% |
| All | +213.6% | +114.3% | +99.3% | +155.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling