+282.2%
SMH vs MCD
-1.1%
+283.3%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.1% | +2.3% |
| 7D | +2.5% | -2.8% | +5.3% | +1.9% |
| 30D | -0.5% | -6.0% | +5.5% | -1.5% |
| 3M | -9.6% | -5.6% | -4.1% | -10.3% |
| 6M | +42.1% | -21.9% | +63.9% | +39.9% |
| YTD | +57.4% | -14.7% | +72.1% | +55.6% |
| 1Y | +96.2% | -17.3% | +113.5% | +94.2% |
| All | +282.2% | -1.1% | +283.3% | +299.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling