+1,524.2%
SMH vs MCD
+202.6%
+1,321.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | +12.1% | -1.6% | +13.6% | +12.7% |
| 30D | -14.7% | +16.0% | -30.7% | -20.3% |
| 3M | -14.2% | 0.0% | -14.2% | -14.7% |
| 6M | -10.6% | +0.9% | -11.6% | -12.5% |
| YTD | +39.3% | -8.7% | +48.0% | +42.7% |
| 1Y | +41.6% | -8.6% | +50.1% | +44.5% |
| 3Y | +223.4% | +9.9% | +213.5% | +187.7% |
| 5Y | +243.5% | +22.6% | +220.8% | +183.9% |
| All | +1,524.2% | +202.6% | +1,321.6% | +804.8% |
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