+42.1%
SMH vs MCD
-21.9%
+63.9%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.1% | +1.5% |
| 7D | +2.5% | -2.8% | +5.3% | +0.4% |
| 30D | -0.5% | -6.0% | +5.5% | -4.4% |
| 3M | -9.6% | -5.6% | -4.1% | -12.2% |
| 6M | +42.1% | -21.9% | +63.9% | +48.0% |
| All | +42.1% | -21.9% | +63.9% | +48.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling