-10.8%
MDLN vs SIMO
+201.2%
-211.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.7% | -8.7% | +0.3% |
| 7D | +3.7% | +4.2% | -0.5% | +3.9% |
| 30D | -0.2% | +4.1% | -4.3% | +0.1% |
| 3M | +6.2% | -12.9% | +19.1% | +6.0% |
| 6M | -14.7% | +110.3% | -125.0% | -15.4% |
| YTD | -12.9% | +178.6% | -191.5% | -15.3% |
| All | -10.8% | +201.2% | -211.9% | -13.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling