+27.6%
MCK vs SIMO
+94.5%
-66.9%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -9.6% | +16.6% | +6.0% |
| 7D | +11.3% | -16.9% | +28.2% | +9.5% |
| 30D | +16.8% | -35.4% | +52.2% | +12.5% |
| 3M | +28.9% | -31.9% | +60.8% | +25.8% |
| 6M | +32.7% | -19.3% | +52.0% | +30.8% |
| YTD | +30.8% | +98.5% | -67.7% | +30.7% |
| 1Y | +27.6% | +100.5% | -73.0% | +27.4% |
| All | +27.6% | +94.5% | -66.9% | +27.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling