+41.3%
MDT vs SIMO
+535.1%
-493.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +6.2% | -8.1% | -2.3% |
| 7D | +0.4% | +14.6% | -14.2% | -0.6% |
| 30D | +6.0% | +6.2% | -0.2% | +5.3% |
| 3M | +15.5% | +3.6% | +12.0% | +13.8% |
| 6M | +3.4% | +130.8% | -127.4% | -7.7% |
| YTD | -2.2% | +195.8% | -197.9% | -15.7% |
| 1Y | +2.6% | +225.0% | -222.4% | -13.1% |
| 3Y | +27.5% | +452.3% | -424.8% | -1.6% |
| 5Y | -20.1% | +303.6% | -323.7% | -37.3% |
| All | +41.3% | +535.1% | -493.8% | -5.2% |
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