+24.9%
SMH vs MCK
+27.9%
-2.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | +0.2% | -11.5% | -11.1% |
| 7D | -20.3% | +9.3% | -29.6% | -17.7% |
| 30D | -29.2% | +16.3% | -45.5% | -25.4% |
| 3M | -21.4% | +22.3% | -43.7% | -15.7% |
| 6M | -14.3% | +34.1% | -48.5% | -3.9% |
| YTD | +24.3% | +31.1% | -6.8% | +41.7% |
| 1Y | +24.9% | +27.5% | -2.5% | +40.5% |
| All | +24.9% | +27.9% | -2.9% | +40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MCK.
Daily Out/Under-Performance
Portfolio return minus MCK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCK 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 1y: compounded portfolio wealth divided by compounded MCK 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…
1y analysis · Full analysis span regression · 6 months rolling