+10.5%
MCD vs SIMO
+214.6%
-204.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.2% | -4.7% | -0.4% |
| 7D | +7.1% | -22.0% | +29.1% | +6.3% |
| 30D | +19.8% | -43.0% | +62.8% | +18.1% |
| 3M | +0.8% | -39.1% | +39.9% | -0.3% |
| 6M | -1.3% | -33.3% | +32.0% | -2.5% |
| YTD | -7.8% | +77.0% | -84.7% | -10.4% |
| 1Y | -5.0% | +73.0% | -78.0% | -7.7% |
| 3Y | +10.5% | +215.7% | -205.2% | +2.4% |
| All | +10.5% | +214.6% | -204.0% | +2.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling