+1,253.2%
SMH vs MCD
+1,263.8%
-10.5%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.1% | +3.3% |
| 7D | +2.5% | -2.8% | +5.3% | +3.8% |
| 30D | -0.5% | -6.0% | +5.5% | +2.2% |
| 3M | -9.6% | -5.6% | -4.1% | -8.3% |
| 6M | +42.1% | -21.9% | +63.9% | +57.2% |
| YTD | +57.4% | -14.7% | +72.1% | +66.8% |
| 1Y | +96.2% | -17.3% | +113.5% | +109.8% |
| 3Y | +267.9% | -2.2% | +270.1% | +253.9% |
| 5Y | +327.7% | +20.3% | +307.4% | +270.9% |
| 10Y | +1,764.6% | +180.7% | +1,583.9% | +966.3% |
| All | +1,253.2% | +1,263.8% | -10.5% | +274.3% |
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