+821.1%
MCHP vs SIMO
+3,332.4%
-2,511.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +8.7% | -7.3% | -0.8% |
| 7D | +1.7% | +4.2% | -2.5% | +0.5% |
| 30D | -4.1% | +4.1% | -8.2% | -6.0% |
| 3M | -22.5% | -12.9% | -9.6% | -21.2% |
| 6M | +7.3% | +110.3% | -103.1% | -14.7% |
| YTD | +18.4% | +178.6% | -160.2% | -13.2% |
| 1Y | +18.1% | +220.0% | -201.9% | -16.5% |
| 3Y | -2.8% | +409.0% | -411.8% | -38.8% |
| 5Y | +5.5% | +277.3% | -271.8% | -31.0% |
| 10Y | +185.8% | +506.6% | -320.8% | +64.0% |
| All | +821.1% | +3,332.4% | -2,511.2% | +195.0% |
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