-15.6%
SMH vs MPC
+48.3%
-63.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.2% | +4.8% | +3.6% |
| 7D | -11.2% | -16.2% | +5.0% | -11.7% |
| 30D | -25.8% | -15.7% | -10.1% | -26.1% |
| 3M | -18.8% | +24.9% | -43.7% | -18.0% |
| 6M | -15.6% | +52.7% | -68.3% | -11.7% |
| All | -15.6% | +48.3% | -63.9% | -11.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling