-35.5%
MCHP vs SIMO
-35.7%
+0.2%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.6% | +5.0% | +1.2% |
| 7D | +5.7% | +4.1% | +1.6% | +4.1% |
| 30D | -13.4% | -24.0% | +10.5% | -6.3% |
| 3M | -20.1% | -31.8% | +11.6% | -12.0% |
| 6M | -35.5% | -36.9% | +1.4% | -27.6% |
| All | -35.5% | -35.7% | +0.2% | -27.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling