-17.3%
MCD vs SIMO
+226.2%
-243.5%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +8.7% | -10.2% | -1.2% |
| 7D | -2.8% | +4.2% | -7.1% | -2.6% |
| 30D | -6.0% | +4.1% | -10.1% | -5.7% |
| 3M | -5.6% | -12.9% | +7.3% | -5.7% |
| 6M | -21.9% | +110.3% | -132.2% | -21.4% |
| YTD | -14.7% | +178.6% | -193.3% | -14.5% |
| 1Y | -17.3% | +220.0% | -237.3% | -17.2% |
| All | -17.3% | +226.2% | -243.5% | -17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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