+339.4%
SMH vs MCD
+21.4%
+318.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.1% | +1.2% |
| 7D | +5.2% | -2.0% | +7.3% | +5.6% |
| 30D | -1.5% | -6.1% | +4.6% | -0.5% |
| 3M | -4.1% | -7.3% | +3.2% | -3.0% |
| 6M | +50.8% | -20.9% | +71.7% | +59.9% |
| YTD | +59.3% | -14.7% | +74.0% | +64.5% |
| 1Y | +94.1% | -16.1% | +110.2% | +101.1% |
| 3Y | +286.7% | -1.5% | +288.2% | +264.8% |
| 5Y | +339.4% | +20.4% | +319.0% | +251.5% |
| All | +339.4% | +21.4% | +318.1% | +251.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling