+1,063.2%
SMH vs MCD
+1,401.1%
-337.9%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.8% | +3.3% | +4.3% |
| 7D | -4.1% | +5.9% | -10.1% | -6.7% |
| 30D | -19.2% | +19.6% | -38.9% | -25.8% |
| 3M | -16.4% | +3.3% | -19.6% | -18.2% |
| 6M | -14.0% | +3.5% | -17.5% | -16.8% |
| YTD | +35.3% | -6.1% | +41.5% | +36.4% |
| 1Y | +40.4% | -3.7% | +44.1% | +39.4% |
| 3Y | +226.8% | +13.4% | +213.5% | +191.9% |
| 5Y | +232.3% | +25.2% | +207.1% | +182.1% |
| 10Y | +1,469.9% | +211.3% | +1,258.7% | +752.0% |
| All | +1,063.2% | +1,401.1% | -337.9% | +206.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling