-18.5%
MDT vs SIMO
+274.0%
-292.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +8.7% | -7.6% | +1.0% |
| 7D | +3.2% | +4.2% | -1.0% | +3.2% |
| 30D | +9.5% | +4.1% | +5.4% | +9.4% |
| 3M | +16.0% | -12.9% | +28.9% | +16.0% |
| 6M | +0.2% | +110.3% | -110.1% | -4.8% |
| YTD | -0.3% | +178.6% | -178.9% | -7.5% |
| 1Y | +4.7% | +220.0% | -215.3% | -4.2% |
| 3Y | +26.5% | +409.0% | -382.5% | +9.5% |
| All | -18.5% | +274.0% | -292.6% | -28.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling