+14.8%
MDB vs SIMO
-28.1%
+42.8%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +8.7% | -6.8% | +1.8% |
| 7D | +3.0% | +0.9% | +2.0% | +2.8% |
| 30D | -11.3% | -25.4% | +14.1% | -13.2% |
| 3M | -23.0% | -17.8% | -5.3% | -23.2% |
| 6M | +14.8% | -29.6% | +44.3% | +14.7% |
| All | +14.8% | -28.1% | +42.8% | +14.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling