+339.4%
SMH vs MPC
+655.4%
-316.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.3% | -1.1% | +0.6% |
| 7D | +5.2% | +3.9% | +1.4% | +4.2% |
| 30D | -1.5% | +33.8% | -35.3% | -9.0% |
| 3M | -4.1% | +49.9% | -53.9% | -14.4% |
| 6M | +50.8% | +80.9% | -30.2% | +26.2% |
| YTD | +59.3% | +147.4% | -88.1% | +19.8% |
| 1Y | +94.1% | +123.2% | -29.1% | +50.6% |
| 3Y | +286.7% | +171.7% | +115.0% | +171.3% |
| 5Y | +339.4% | +678.6% | -339.1% | +104.0% |
| All | +339.4% | +655.4% | -316.0% | +104.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling