+76.3%
MMM vs SIMO
+394.4%
-318.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.6% | +4.6% | -0.4% |
| 7D | -0.4% | +4.1% | -4.5% | -0.9% |
| 30D | +12.1% | -24.0% | +36.1% | +14.7% |
| 3M | +1.4% | -31.8% | +33.2% | +4.3% |
| 6M | +26.6% | -36.9% | +63.5% | +29.2% |
| YTD | +16.8% | +84.8% | -68.0% | -0.8% |
| 1Y | +10.1% | +99.0% | -88.9% | -7.7% |
| 3Y | +158.4% | +217.9% | -59.5% | +95.9% |
| 5Y | +43.1% | +171.5% | -128.4% | +7.1% |
| All | +76.3% | +394.4% | -318.1% | +8.5% |
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