+35.2%
SMH vs MCD
-3.2%
+38.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.0% | -0.6% |
| 7D | -6.7% | +7.3% | -14.0% | -2.5% |
| 30D | -19.8% | +20.0% | -39.8% | -9.9% |
| 3M | -15.1% | +3.8% | -18.9% | -12.5% |
| 6M | -14.6% | +3.8% | -18.4% | -11.3% |
| YTD | +34.3% | -5.9% | +40.2% | +38.8% |
| 1Y | +35.2% | -3.2% | +38.4% | +41.0% |
| All | +35.2% | -3.2% | +38.4% | +41.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling