-45.2%
MDB vs SIMO
+154.7%
-199.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.2% | -1.4% | +1.8% |
| 7D | -11.4% | -22.0% | +10.6% | -6.6% |
| 30D | -13.8% | -43.0% | +29.2% | -3.3% |
| 3M | -15.5% | -39.1% | +23.7% | -8.4% |
| 6M | +17.9% | -33.3% | +51.2% | +18.8% |
| YTD | -25.5% | +77.0% | -102.4% | -49.9% |
| 1Y | -12.1% | +73.0% | -85.1% | -40.5% |
| 3Y | -5.9% | +215.7% | -221.6% | -53.0% |
| All | -45.2% | +154.7% | -199.9% | -73.2% |
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 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