+673.4%
SMH vs MP
+450.8%
+222.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.4% | +1.2% | +2.4% |
| 7D | +2.5% | -2.9% | +5.4% | +3.0% |
| 30D | -0.5% | +13.8% | -14.3% | -3.0% |
| 3M | -9.6% | -16.7% | +7.1% | -7.1% |
| 6M | +42.1% | -11.5% | +53.6% | +43.4% |
| YTD | +57.4% | +7.9% | +49.5% | +52.6% |
| 1Y | +96.2% | -15.0% | +111.3% | +94.2% |
| 3Y | +267.9% | +153.5% | +114.4% | +170.7% |
| 5Y | +327.7% | +58.7% | +269.0% | +241.7% |
| All | +673.4% | +450.8% | +222.6% | +483.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling