+1,874.9%
SMH vs MCD
+181.4%
+1,693.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.1% | +1.2% |
| 7D | +5.2% | -2.0% | +7.3% | +6.2% |
| 30D | -1.5% | -6.1% | +4.6% | +1.1% |
| 3M | -4.1% | -7.3% | +3.2% | -1.7% |
| 6M | +50.8% | -20.9% | +71.7% | +66.5% |
| YTD | +59.3% | -14.7% | +74.0% | +68.9% |
| 1Y | +94.1% | -16.1% | +110.2% | +106.4% |
| 3Y | +286.7% | -1.5% | +288.2% | +265.6% |
| 5Y | +339.4% | +20.4% | +319.0% | +265.6% |
| All | +1,874.9% | +181.4% | +1,693.5% | +1,097.7% |
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 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