-24.7%
MDB vs SIMO
+269.6%
-294.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +8.7% | -12.8% | -6.1% |
| 7D | -17.4% | +4.2% | -21.7% | -18.4% |
| 30D | -2.0% | +4.1% | -6.1% | -4.2% |
| 3M | -3.0% | -12.9% | +9.9% | -3.5% |
| 6M | +48.7% | +110.3% | -61.7% | +4.3% |
| YTD | -12.1% | +178.6% | -190.7% | -45.8% |
| 1Y | +14.5% | +220.0% | -205.5% | -34.2% |
| 3Y | -6.1% | +409.0% | -415.2% | -57.5% |
| All | -24.7% | +269.6% | -294.3% | -59.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling