+945.5%
SMCI vs MCD
+200.8%
+744.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.2% |
| 7D | -6.6% | -1.6% | -4.9% | -6.1% |
| 30D | -24.9% | +14.1% | -39.0% | -28.9% |
| 3M | -31.4% | +0.6% | -32.0% | -32.0% |
| 6M | -16.0% | 0.0% | -16.1% | -17.5% |
| YTD | -8.2% | -9.3% | +1.1% | -6.0% |
| 1Y | -23.4% | -9.3% | -14.1% | -21.8% |
| 3Y | +5.0% | +8.6% | -3.6% | -6.8% |
| 5Y | +515.0% | +21.9% | +493.1% | +404.1% |
| All | +945.5% | +200.8% | +744.8% | +660.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling