+1,487.3%
SMH vs MCD
+211.9%
+1,275.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.0% | -0.9% |
| 7D | -6.7% | +7.3% | -14.0% | -9.5% |
| 30D | -19.8% | +20.0% | -39.8% | -26.1% |
| 3M | -15.1% | +3.8% | -18.9% | -16.9% |
| 6M | -14.6% | +3.8% | -18.4% | -17.3% |
| YTD | +34.3% | -5.9% | +40.2% | +35.9% |
| 1Y | +35.2% | -3.2% | +38.4% | +34.4% |
| 3Y | +211.7% | +13.3% | +198.4% | +174.2% |
| 5Y | +240.5% | +25.2% | +215.2% | +180.0% |
| 10Y | +1,487.3% | +213.3% | +1,274.0% | +861.0% |
| All | +1,487.3% | +211.9% | +1,275.4% | +861.0% |
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