+3,245.8%
SMH vs MPC
+2,849.2%
+396.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.2% | +4.8% | +4.0% |
| 7D | -11.2% | -16.2% | +5.0% | -6.7% |
| 30D | -25.8% | -15.7% | -10.1% | -22.4% |
| 3M | -18.8% | +24.9% | -43.7% | -24.4% |
| 6M | -15.6% | +52.7% | -68.3% | -26.2% |
| YTD | +28.8% | +131.9% | -103.0% | -1.5% |
| 1Y | +32.6% | +96.6% | -64.1% | +6.3% |
| 3Y | +213.6% | +163.8% | +49.8% | +125.9% |
| 5Y | +222.4% | +533.1% | -310.7% | +76.2% |
| 10Y | +1,429.6% | +1,118.6% | +311.0% | +538.5% |
| All | +3,245.8% | +2,849.2% | +396.6% | +904.0% |
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 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