+532.9%
SMH vs MP
+257.7%
+275.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.9% | -1.3% | +2.7% |
| 7D | -11.2% | -10.5% | -0.7% | -9.3% |
| 30D | -25.8% | -23.5% | -2.2% | -22.0% |
| 3M | -18.8% | -25.4% | +6.6% | -14.7% |
| 6M | -15.6% | -51.3% | +35.7% | -4.8% |
| YTD | +28.8% | -29.9% | +58.7% | +34.9% |
| 1Y | +32.6% | -31.8% | +64.4% | +38.8% |
| 3Y | +213.6% | +127.0% | +86.6% | +133.6% |
| 5Y | +222.4% | -3.3% | +225.7% | +180.9% |
| All | +532.9% | +257.7% | +275.2% | +416.0% |
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 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