+165.0%
MMM vs SIMO
+220.9%
-55.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +0.5% |
| 7D | +7.0% | -16.0% | +23.0% | +8.0% |
| 30D | +18.4% | -35.8% | +54.1% | +21.5% |
| 3M | +4.5% | -26.5% | +31.0% | +5.7% |
| 6M | +33.4% | -33.0% | +66.4% | +34.2% |
| YTD | +20.0% | +84.3% | -64.4% | +0.9% |
| 1Y | +15.0% | +82.0% | -67.0% | -3.2% |
| 3Y | +165.0% | +218.5% | -53.5% | +82.9% |
| All | +165.0% | +220.9% | -55.9% | +82.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling