-10.5%
MDB vs SIMO
+248.6%
-259.1%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +8.7% | -6.8% | +0.5% |
| 7D | +3.0% | +0.9% | +2.0% | +2.7% |
| 30D | -11.3% | -25.4% | +14.1% | -7.8% |
| 3M | -23.0% | -17.8% | -5.3% | -22.3% |
| 6M | +14.8% | -29.6% | +44.3% | +14.5% |
| YTD | -19.4% | +100.3% | -119.7% | -45.9% |
| 1Y | -9.0% | +100.4% | -109.3% | -39.1% |
| All | -10.5% | +248.6% | -259.1% | -61.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling