-1.5%
MCD vs SIMO
+418.6%
-420.1%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +8.7% | -10.2% | -1.4% |
| 7D | -2.8% | +4.2% | -7.1% | -2.7% |
| 30D | -6.0% | +4.1% | -10.1% | -5.9% |
| 3M | -5.6% | -12.9% | +7.3% | -5.6% |
| 6M | -21.9% | +110.3% | -132.2% | -22.8% |
| YTD | -14.7% | +178.6% | -193.3% | -16.6% |
| 1Y | -17.3% | +220.0% | -237.3% | -19.5% |
| All | -1.5% | +418.6% | -420.1% | -10.1% |
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