-14.9%
SMCI vs MCD
-16.8%
+2.0%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.2% | -3.8% | -4.1% |
| 7D | -1.3% | -2.5% | +1.2% | -3.2% |
| 30D | +18.3% | -7.0% | +25.3% | +12.1% |
| 3M | +27.7% | -9.8% | +37.5% | +19.4% |
| 6M | +17.6% | -21.8% | +39.3% | +4.8% |
| YTD | +27.7% | -15.6% | +43.3% | +21.5% |
| 1Y | -14.9% | -15.2% | +0.3% | -14.7% |
| All | -14.9% | -16.8% | +2.0% | -14.7% |
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