+1,707.0%
MCD vs SIMO
+1,993.5%
-286.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -14.4% | +13.6% | 0.0% |
| 7D | +8.0% | -31.4% | +39.4% | +10.0% |
| 30D | +19.6% | -45.2% | +64.8% | +23.1% |
| 3M | +2.2% | -36.5% | +38.7% | +3.9% |
| 6M | -1.1% | -34.2% | +33.0% | -0.7% |
| YTD | -7.2% | +69.9% | -77.2% | -13.5% |
| 1Y | -6.7% | +60.4% | -67.1% | -12.8% |
| 3Y | +11.6% | +203.1% | -191.5% | -1.5% |
| 5Y | +22.6% | +145.4% | -122.8% | +8.2% |
| 10Y | +218.4% | +368.9% | -150.5% | +161.8% |
| All | +1,707.0% | +1,993.5% | -286.5% | +1,102.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling