-3.9%
MCD vs SIMO
+94.5%
-98.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -9.6% | +16.1% | +6.0% |
| 7D | +11.9% | -16.9% | +28.7% | +10.9% |
| 30D | +20.2% | -35.4% | +55.6% | +18.0% |
| 3M | +5.2% | -31.9% | +37.0% | +3.7% |
| 6M | 0.0% | -19.3% | +19.3% | -1.1% |
| YTD | -6.5% | +98.5% | -105.0% | -8.7% |
| 1Y | -3.9% | +100.5% | -104.5% | -6.4% |
| All | -3.9% | +94.5% | -98.4% | -6.4% |
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