+25.2%
MCD vs SIMO
+170.7%
-145.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.7% | -3.9% | +1.9% |
| 7D | +5.9% | -8.2% | +14.1% | +5.8% |
| 30D | +19.6% | -34.6% | +54.3% | +19.2% |
| 3M | +3.3% | -32.6% | +35.9% | +2.9% |
| 6M | +3.5% | -31.8% | +35.3% | +2.8% |
| YTD | -6.1% | +87.6% | -93.7% | -9.1% |
| 1Y | -3.7% | +86.7% | -90.3% | -6.8% |
| 3Y | +13.4% | +227.4% | -214.1% | +6.9% |
| 5Y | +25.2% | +173.0% | -147.8% | +16.0% |
| All | +25.2% | +170.7% | -145.6% | +16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling