+225.3%
SMH vs MP
+152.2%
+73.1%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.0% | -3.0% | -1.3% |
| 7D | +12.1% | +11.0% | +1.1% | +10.2% |
| 30D | -14.7% | -11.7% | -3.0% | -13.0% |
| 3M | -14.2% | -30.8% | +16.6% | -9.5% |
| 6M | -10.6% | -42.9% | +32.3% | -3.8% |
| YTD | +39.3% | -25.9% | +65.2% | +44.1% |
| 1Y | +41.6% | -37.3% | +78.9% | +48.9% |
| All | +225.3% | +152.2% | +73.1% | +160.2% |
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