+1,524.2%
SMH vs MPC
+1,165.7%
+358.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.5% | -3.5% | -1.8% |
| 7D | +12.1% | +9.4% | +2.6% | +9.2% |
| 30D | -14.7% | -13.4% | -1.2% | -11.2% |
| 3M | -14.2% | +18.9% | -33.1% | -19.1% |
| 6M | -10.6% | +64.9% | -75.5% | -24.1% |
| YTD | +39.3% | +156.8% | -117.5% | +1.5% |
| 1Y | +41.6% | +113.2% | -71.6% | +9.3% |
| 3Y | +223.4% | +201.8% | +21.5% | +118.1% |
| 5Y | +243.5% | +601.4% | -357.9% | +72.7% |
| All | +1,524.2% | +1,165.7% | +358.5% | +590.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling