+339.0%
MCK vs SIMO
+315.3%
+23.7%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.2% | -7.2% | +0.4% |
| 7D | -2.9% | +11.0% | -14.0% | -2.4% |
| 30D | +0.4% | +17.9% | -17.5% | +1.4% |
| 3M | +12.1% | +3.9% | +8.2% | +13.0% |
| 6M | -5.4% | +131.0% | -136.5% | -3.2% |
| YTD | +7.8% | +209.3% | -201.5% | +10.8% |
| 1Y | +22.9% | +223.8% | -200.8% | +26.4% |
| 3Y | +110.7% | +479.2% | -368.5% | +118.1% |
| All | +339.0% | +315.3% | +23.7% | +358.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling