+22.6%
MCD vs SIMO
+144.7%
-122.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -14.4% | +13.6% | -1.0% |
| 7D | +8.0% | -31.4% | +39.4% | +7.5% |
| 30D | +19.6% | -45.2% | +64.8% | +18.9% |
| 3M | +2.2% | -36.5% | +38.7% | +1.7% |
| 6M | -1.1% | -34.2% | +33.0% | -2.0% |
| YTD | -7.2% | +69.9% | -77.2% | -10.4% |
| 1Y | -6.7% | +60.4% | -67.1% | -9.7% |
| 3Y | +11.6% | +203.1% | -191.5% | +5.0% |
| 5Y | +22.6% | +145.4% | -122.8% | +12.4% |
| All | +22.6% | +144.7% | -122.0% | +12.4% |
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 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