+1,109.9%
SMH vs MCD
+1,365.7%
-255.8%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -2.6% | +7.4% | +6.0% |
| 7D | +0.5% | -1.9% | +2.5% | +1.4% |
| 30D | -14.2% | +16.6% | -30.8% | -20.4% |
| 3M | -11.5% | +0.9% | -12.5% | -12.7% |
| 6M | -12.0% | +1.5% | -13.5% | -14.2% |
| YTD | +40.8% | -8.3% | +49.1% | +43.3% |
| 1Y | +44.9% | -8.1% | +53.0% | +47.0% |
| 3Y | +226.7% | +10.3% | +216.4% | +195.2% |
| 5Y | +250.6% | +23.4% | +227.2% | +199.2% |
| 10Y | +1,523.4% | +205.9% | +1,317.5% | +787.1% |
| All | +1,109.9% | +1,365.7% | -255.8% | +221.7% |
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