+41.6%
SMH vs MCD
-8.5%
+50.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -1.3% |
| 7D | +12.1% | -1.6% | +13.6% | +11.0% |
| 30D | -14.7% | +16.0% | -30.7% | -6.0% |
| 3M | -14.2% | 0.0% | -14.2% | -13.5% |
| 6M | -10.6% | +0.9% | -11.6% | -8.6% |
| YTD | +39.3% | -8.7% | +48.0% | +41.7% |
| 1Y | +41.6% | -8.6% | +50.1% | +43.4% |
| All | +41.6% | -8.5% | +50.1% | +43.4% |
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