+189.4%
MDT vs SIMO
+3,332.4%
-3,142.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +8.7% | -7.6% | +0.4% |
| 7D | +3.2% | +4.2% | -1.0% | +2.8% |
| 30D | +9.5% | +4.1% | +5.4% | +8.8% |
| 3M | +16.0% | -12.9% | +28.9% | +15.8% |
| 6M | +0.2% | +110.3% | -110.1% | -9.1% |
| YTD | -0.3% | +178.6% | -178.9% | -12.4% |
| 1Y | +4.7% | +220.0% | -215.3% | -9.6% |
| 3Y | +26.5% | +409.0% | -382.5% | +2.7% |
| 5Y | -18.2% | +277.3% | -295.5% | -32.9% |
| 10Y | +40.0% | +506.6% | -466.6% | +6.0% |
| All | +189.4% | +3,332.4% | -3,142.9% | +65.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling