+215.4%
MDT vs SIMO
+2,080.4%
-1,865.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.2% | -7.1% | -3.2% |
| 7D | +5.4% | -22.0% | +27.4% | +7.1% |
| 30D | +19.1% | -43.0% | +62.1% | +23.5% |
| 3M | +19.5% | -39.1% | +58.6% | +22.6% |
| 6M | +33.5% | -33.3% | +66.7% | +34.0% |
| YTD | +8.7% | +77.0% | -68.3% | -2.1% |
| 1Y | +16.8% | +73.0% | -56.2% | +5.3% |
| 3Y | +53.0% | +215.7% | -162.7% | +27.7% |
| 5Y | -2.9% | +155.6% | -158.5% | -18.8% |
| 10Y | +61.4% | +388.4% | -326.9% | +22.9% |
| All | +215.4% | +2,080.4% | -1,865.0% | +85.1% |
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 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