+22.9%
MCK vs SIMO
+239.1%
-216.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.2% | -7.2% | +0.7% |
| 7D | -2.9% | +11.0% | -14.0% | -1.9% |
| 30D | +0.4% | +17.9% | -17.5% | +2.2% |
| 3M | +12.1% | +3.9% | +8.2% | +13.7% |
| 6M | -5.4% | +131.0% | -136.5% | -1.5% |
| YTD | +7.8% | +209.3% | -201.5% | +13.4% |
| 1Y | +22.9% | +223.8% | -200.8% | +30.2% |
| All | +22.9% | +239.1% | -216.1% | +30.2% |
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