+60.0%
MDT vs SIMO
+395.4%
-335.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.6% | -1.1% |
| 7D | +2.7% | -16.0% | +18.8% | +3.6% |
| 30D | +14.8% | -35.8% | +50.6% | +17.3% |
| 3M | +14.6% | -26.5% | +41.0% | +15.3% |
| 6M | +35.7% | -33.0% | +68.7% | +35.5% |
| YTD | +8.5% | +84.3% | -75.9% | -5.0% |
| 1Y | +13.3% | +82.0% | -68.7% | -0.8% |
| 3Y | +58.6% | +218.5% | -159.9% | +25.6% |
| 5Y | -2.6% | +175.0% | -177.6% | -23.8% |
| 10Y | +60.0% | +407.5% | -347.5% | +6.1% |
| All | +60.0% | +395.4% | -335.4% | +6.1% |
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 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