-3.7%
MDLN vs SIMO
+99.8%
-103.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.6% | +4.3% | -1.6% |
| 7D | -0.4% | +4.1% | -4.5% | -0.2% |
| 30D | +9.9% | -24.0% | +33.8% | +8.7% |
| 3M | +10.9% | -31.8% | +42.7% | +9.8% |
| 6M | +2.0% | -36.9% | +38.8% | +0.7% |
| YTD | -6.0% | +84.8% | -90.8% | -9.8% |
| All | -3.7% | +99.8% | -103.6% | -8.1% |
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