-38.4%
MDB vs SIMO
+195.0%
-233.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +8.7% | -6.8% | -0.1% |
| 7D | +3.0% | +0.9% | +2.0% | +2.6% |
| 30D | -11.3% | -25.4% | +14.1% | -6.0% |
| 3M | -23.0% | -17.8% | -5.3% | -21.9% |
| 6M | +14.8% | -29.6% | +44.3% | +15.0% |
| YTD | -19.4% | +100.3% | -119.7% | -47.4% |
| 1Y | -9.0% | +100.4% | -109.3% | -40.7% |
| 3Y | -10.3% | +246.1% | -256.4% | -55.9% |
| 5Y | -38.4% | +189.8% | -228.2% | -70.9% |
| All | -38.4% | +195.0% | -233.4% | -70.9% |
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