+1,469.9%
SMH vs MPC
+1,165.8%
+304.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.6% | +0.5% | +3.7% |
| 7D | -4.1% | -9.4% | +5.3% | -1.3% |
| 30D | -19.2% | -14.3% | -4.9% | -15.7% |
| 3M | -16.4% | +31.1% | -47.5% | -23.5% |
| 6M | -14.0% | +60.3% | -74.2% | -26.4% |
| YTD | +35.3% | +142.5% | -107.2% | +0.3% |
| 1Y | +40.4% | +104.6% | -64.1% | +9.7% |
| 3Y | +226.8% | +191.7% | +35.1% | +122.6% |
| 5Y | +232.3% | +549.2% | -316.9% | +71.0% |
| 10Y | +1,469.9% | +1,106.2% | +363.7% | +579.7% |
| All | +1,469.9% | +1,165.8% | +304.2% | +579.7% |
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