-2.7%
SMCI vs MCD
-17.5%
+14.8%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.5% | +6.1% | +3.3% |
| 7D | +6.8% | -2.8% | +9.6% | +4.5% |
| 30D | +30.6% | -6.0% | +36.6% | +24.9% |
| 3M | -15.6% | -5.6% | -10.0% | -18.5% |
| 6M | +21.3% | -21.9% | +43.1% | +7.9% |
| YTD | +35.3% | -14.7% | +50.0% | +29.5% |
| 1Y | -2.7% | -17.3% | +14.5% | -5.3% |
| All | -2.7% | -17.5% | +14.8% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MCD.
Daily Out/Under-Performance
Portfolio return minus MCD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCD 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 1y: compounded portfolio wealth divided by compounded MCD 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…
1y analysis · Full analysis span regression · 6 months rolling