+1,817.6%
SMH vs MCK
+442.8%
+1,374.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | +0.3% | -2.9% | +3.2% | +0.8% |
| 30D | -2.8% | +0.4% | -3.2% | -3.0% |
| 3M | -6.7% | +12.1% | -18.8% | -9.4% |
| 6M | +41.8% | -5.4% | +47.2% | +42.7% |
| YTD | +57.9% | +7.8% | +50.1% | +53.3% |
| 1Y | +87.6% | +22.9% | +64.7% | +75.7% |
| 3Y | +282.9% | +110.7% | +172.2% | +200.3% |
| 5Y | +330.4% | +346.2% | -15.8% | +159.7% |
| All | +1,817.6% | +442.8% | +1,374.8% | +923.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling