+3,988.9%
SMH vs MPC
+2,977.1%
+1,011.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.3% | +2.5% |
| 7D | +2.5% | +5.4% | -2.9% | +1.0% |
| 30D | -0.5% | +31.0% | -31.4% | -8.0% |
| 3M | -9.6% | +46.0% | -55.7% | -19.3% |
| 6M | +42.1% | +77.3% | -35.2% | +18.9% |
| YTD | +57.4% | +141.9% | -84.5% | +19.7% |
| 1Y | +96.2% | +120.9% | -24.7% | +52.8% |
| 3Y | +267.9% | +182.7% | +85.2% | +160.9% |
| 5Y | +327.7% | +646.4% | -318.8% | +124.0% |
| 10Y | +1,764.6% | +1,138.7% | +625.9% | +677.5% |
| All | +3,988.9% | +2,977.1% | +1,011.9% | +1,119.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling