-7.7%
MDB vs SIMO
+94.5%
-102.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -9.6% | +7.5% | -1.8% |
| 7D | -16.5% | -16.9% | +0.3% | -16.1% |
| 30D | -8.6% | -35.4% | +26.8% | -8.6% |
| 3M | -13.6% | -31.9% | +18.3% | -13.4% |
| 6M | +24.1% | -19.3% | +43.4% | +21.4% |
| YTD | -21.8% | +98.5% | -120.2% | -35.4% |
| 1Y | -7.7% | +100.5% | -108.2% | -24.2% |
| All | -7.7% | +94.5% | -102.2% | -24.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling