+43.4%
SMH vs MPC
+122.9%
-79.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -8.1% | +5.4% | -3.4% |
| 7D | -11.2% | -10.9% | -0.3% | -12.0% |
| 30D | -20.4% | -9.4% | -11.0% | -21.0% |
| 3M | -12.4% | +26.0% | -38.4% | -10.2% |
| 6M | -0.5% | +56.5% | -57.0% | +4.8% |
| YTD | +40.0% | +144.3% | -104.2% | +48.6% |
| 1Y | +43.4% | +117.2% | -73.8% | +54.0% |
| All | +43.4% | +122.9% | -79.5% | +54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 1y: compounded portfolio wealth divided by compounded MPC 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…
1y analysis · Full analysis span regression · 6 months rolling