-21.0%
MDLN vs SIMO
+211.8%
-232.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.5% | -0.4% | -5.0% |
| 7D | -11.5% | +12.5% | -24.0% | -11.0% |
| 30D | -7.6% | +18.4% | -26.0% | -6.8% |
| 3M | -11.4% | +5.6% | -17.0% | -11.2% |
| 6M | -24.5% | +116.9% | -141.4% | -25.0% |
| YTD | -22.9% | +188.4% | -211.3% | -24.9% |
| All | -21.0% | +211.8% | -232.8% | -23.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling