That is a really interesting question - quite a literature has been generated on that.

One assumption (that might be false) is that the behaviours that constitute mental disorder constitute an evolutionary dysfunction. That is to say that the behaviours that constitute mental disorder constitute a reduction in evolutionary fitness (survival and reproduction). That assumption might be false. In order to assess it one could see whether people who have the experience of depression tend to live less long (on average) or - more importantly - whether they have a reduced number of offspring. It is quite tricky to assess whehter there is a reduction in evolutionary fitness or not.

One could take another line (a number of theorists have) that instead of mental illnesses constituting dysfunctions they constitute adaptive strategies (that increase evolutionary fitness). This could be so if we evolved to be optimal in earlier environments (living in smallish hunter gatherer groups of around 30 people). In that kind of environment depression might have elicited appropriate caregiving by others. In current environments (much larger societies) it might be that depressed behaviour doesn't serve its adaptive function of eliciting caregiving from others.

Another notion is that depression itself might constitute a dysfunction but that some trait that is linked to depression (sensitivity or creativity or something like that) might constitute an evolutionary function.

Lots of controversy...

One thing that is done to find out how heritable a trait is (how 'genetic' it is) is linkage analysis. That involves going back through family trees and looking at incidence of a particular disorder. That is how we find that some disorders are dominant, or heritable but recessive or whatever. It seems as though mental disorders aren't going to have a simple genetic basis, however. The best candidate for a genetic basis of schizophrenia involves 3 values across 3 different genes. They found that through linkage analysis of data from the icelandic genome project. We know that the genetic basis of schizophrenia isn't very robust, however, because if one twin has schizophrenia it is more likely than not that their genetically identical twin won't have it...

Schiozphrenia has been linked to creativity. Schizophrenia has also been linked to religious leadership, seers, holy leaders, prophets, healers etc. It might be that schziophrenic symptoms (some of them) such as delusions, hallucinations, mania were positively valued in past societies (and in some current day societies) whereas in western culture they are disvalued such that people are labelled and stigmatised as disordered...