-4.8%
MDB vs SIMO
+90.9%
-95.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.6% | +4.0% | -1.4% |
| 7D | +6.8% | +4.1% | +2.7% | +6.6% |
| 30D | -6.2% | -24.0% | +17.8% | -5.5% |
| 3M | -29.2% | -31.8% | +2.5% | -29.0% |
| 6M | +10.3% | -36.9% | +47.2% | +10.2% |
| YTD | -20.4% | +84.8% | -105.2% | -34.9% |
| 1Y | -4.8% | +99.0% | -103.8% | -24.3% |
| All | -4.8% | +90.9% | -95.7% | -24.3% |
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