+4,619.6%
SMH vs MXL
+286.3%
+4,333.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.0% | +0.6% | -1.6% |
| 7D | +1.4% | +16.6% | -15.2% | -2.8% |
| 30D | -2.2% | +0.5% | -2.7% | -3.1% |
| 3M | -1.9% | -3.6% | +1.8% | -4.7% |
| 6M | +41.0% | +328.0% | -287.0% | -18.8% |
| YTD | +55.6% | +297.8% | -242.2% | -9.0% |
| 1Y | +86.8% | +339.4% | -252.6% | +4.9% |
| 3Y | +277.7% | +201.7% | +75.9% | +107.8% |
| 5Y | +324.2% | +32.8% | +291.4% | +184.1% |
| 10Y | +1,828.6% | +274.8% | +1,553.8% | +812.9% |
| All | +4,619.6% | +286.3% | +4,333.3% | +1,986.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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