+2,222.7%
MCK vs SIMO
+3,544.2%
-1,321.5%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +6.2% | -8.2% | -2.6% |
| 7D | -1.9% | +14.6% | -16.6% | -3.1% |
| 30D | +2.4% | +6.2% | -3.9% | +1.6% |
| 3M | +16.1% | +3.6% | +12.5% | +14.2% |
| 6M | -3.1% | +130.8% | -133.9% | -12.7% |
| YTD | +8.7% | +195.8% | -187.0% | -4.9% |
| 1Y | +28.1% | +225.0% | -196.9% | +10.6% |
| 3Y | +114.1% | +452.3% | -338.2% | +72.2% |
| 5Y | +342.5% | +303.6% | +38.9% | +258.8% |
| 10Y | +424.1% | +528.8% | -104.7% | +290.0% |
| All | +2,222.7% | +3,544.2% | -1,321.5% | +1,137.6% |
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