-15.4%
MDLN vs SIMO
+219.8%
-235.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +6.2% | -11.4% | -4.9% |
| 7D | -1.2% | +14.6% | -15.8% | -0.6% |
| 30D | -1.5% | +6.2% | -7.7% | -1.1% |
| 3M | +2.6% | +3.6% | -0.9% | +2.8% |
| 6M | -20.9% | +130.8% | -151.6% | -21.4% |
| YTD | -17.4% | +195.8% | -213.2% | -19.5% |
| All | -15.4% | +219.8% | -235.2% | -18.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling