+0.5%
MCHP vs SIMO
+462.5%
-462.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.2% | -7.2% | -3.4% |
| 7D | +2.8% | +14.6% | -11.8% | -2.8% |
| 30D | -12.8% | +6.2% | -19.0% | -15.8% |
| 3M | -19.2% | +3.6% | -22.8% | -22.9% |
| 6M | +14.5% | +130.8% | -116.2% | -27.7% |
| YTD | +17.1% | +195.8% | -178.6% | -38.4% |
| 1Y | +15.3% | +225.0% | -209.7% | -43.6% |
| 3Y | +0.5% | +452.3% | -451.8% | -66.7% |
| All | +0.5% | +462.5% | -462.1% | -66.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling