+40.4%
SMCI vs MCD
-2.6%
+42.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.4% | -3.7% |
| 7D | +5.2% | -2.9% | +8.1% | +4.1% |
| 30D | +23.7% | -6.7% | +30.5% | +20.6% |
| 3M | -4.2% | -9.6% | +5.3% | -7.0% |
| 6M | +21.7% | -22.3% | +44.0% | +14.5% |
| YTD | +33.0% | -15.4% | +48.4% | +28.1% |
| 1Y | -9.3% | -16.8% | +7.5% | -12.5% |
| All | +40.4% | -2.6% | +42.9% | +46.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling