-5.9%
MDB vs SIMO
+214.6%
-220.5%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.2% | -1.4% | +2.0% |
| 7D | -11.4% | -22.0% | +10.6% | -8.0% |
| 30D | -13.8% | -43.0% | +29.2% | -6.8% |
| 3M | -15.5% | -39.1% | +23.7% | -10.6% |
| 6M | +17.9% | -33.3% | +51.2% | +17.8% |
| YTD | -25.5% | +77.0% | -102.4% | -49.2% |
| 1Y | -12.1% | +73.0% | -85.1% | -39.6% |
| 3Y | -5.9% | +215.7% | -221.6% | -63.7% |
| All | -5.9% | +214.6% | -220.5% | -63.7% |
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