+78.4%
MMM vs SIMO
+453.3%
-375.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +8.7% | -8.9% | -1.2% |
| 7D | -2.6% | +0.9% | -3.5% | -2.9% |
| 30D | +17.4% | -25.4% | +42.8% | +20.3% |
| 3M | +3.6% | -17.8% | +21.3% | +4.2% |
| 6M | +33.0% | -29.6% | +62.6% | +34.1% |
| YTD | +19.6% | +100.3% | -80.7% | +0.8% |
| 1Y | +14.0% | +100.4% | -86.3% | -4.1% |
| 3Y | +164.3% | +246.1% | -81.8% | +98.5% |
| 5Y | +49.3% | +189.8% | -140.5% | +11.2% |
| 10Y | +78.4% | +434.6% | -356.2% | +8.9% |
| All | +78.4% | +453.3% | -375.0% | +8.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling