+14.0%
MMM vs SIMO
+97.3%
-83.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +8.7% | -8.9% | -0.2% |
| 7D | -2.6% | +0.9% | -3.5% | -2.6% |
| 30D | +17.4% | -25.4% | +42.8% | +17.4% |
| 3M | +3.6% | -17.8% | +21.3% | +3.7% |
| 6M | +33.0% | -29.6% | +62.6% | +33.2% |
| YTD | +19.6% | +100.3% | -80.7% | +16.7% |
| 1Y | +14.0% | +100.4% | -86.3% | +10.9% |
| All | +14.0% | +97.3% | -83.3% | +10.9% |
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 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