-9.3%
MCD vs SIMO
+90.9%
-100.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.6% | +5.0% | -0.9% |
| 7D | -1.6% | +4.1% | -5.8% | -1.4% |
| 30D | +14.1% | -24.0% | +38.1% | +12.8% |
| 3M | +0.6% | -31.8% | +32.4% | -0.9% |
| 6M | 0.0% | -36.9% | +36.9% | -1.6% |
| YTD | -9.3% | +84.8% | -94.1% | -10.3% |
| 1Y | -9.3% | +99.0% | -108.3% | -9.8% |
| All | -9.3% | +90.9% | -100.2% | -9.8% |
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