+216.7%
SMH vs MP
-5.6%
+222.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.9% | -1.3% | +2.6% |
| 7D | -11.2% | -10.5% | -0.7% | -9.0% |
| 30D | -25.8% | -23.5% | -2.2% | -21.4% |
| 3M | -18.8% | -25.4% | +6.6% | -14.0% |
| 6M | -15.6% | -51.3% | +35.7% | -3.1% |
| YTD | +28.8% | -29.9% | +58.7% | +35.6% |
| 1Y | +32.6% | -31.8% | +64.4% | +39.5% |
| 3Y | +213.6% | +127.0% | +86.6% | +109.0% |
| All | +216.7% | -5.6% | +222.3% | +178.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling