+3,373.7%
SMCI vs MCD
+946.7%
+2,427.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -2.6% | +12.1% | +10.9% |
| 7D | +2.8% | -1.9% | +4.7% | +3.7% |
| 30D | -23.9% | +16.6% | -40.5% | -30.7% |
| 3M | -3.7% | +0.9% | -4.7% | -5.6% |
| 6M | -9.2% | +1.5% | -10.7% | -12.5% |
| YTD | +4.0% | -8.3% | +12.3% | +5.9% |
| 1Y | -21.6% | -8.1% | -13.5% | -20.5% |
| 3Y | +14.4% | +10.3% | +4.1% | -2.1% |
| 5Y | +586.8% | +23.4% | +563.3% | +440.1% |
| 10Y | +1,093.3% | +205.9% | +887.4% | +372.9% |
| All | +3,373.7% | +946.7% | +2,427.0% | +554.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling