-36.6%
MCHP vs SIMO
-28.1%
-8.5%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +8.7% | -5.7% | +0.1% |
| 7D | -17.5% | +0.9% | -18.5% | -17.7% |
| 30D | -15.8% | -25.4% | +9.6% | -8.6% |
| 3M | -22.9% | -17.8% | -5.1% | -20.4% |
| 6M | -36.6% | -29.6% | -7.0% | -31.7% |
| All | -36.6% | -28.1% | -8.5% | -31.7% |
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 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