+104.9%
MMM vs SIMO
+418.6%
-313.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.7% | -8.6% | -0.5% |
| 7D | -3.3% | +4.2% | -7.5% | -3.7% |
| 30D | -7.0% | +4.1% | -11.1% | -7.6% |
| 3M | +10.8% | -12.9% | +23.7% | +11.0% |
| 6M | +5.8% | +110.3% | -104.6% | -7.0% |
| YTD | +6.8% | +178.6% | -171.8% | -12.4% |
| 1Y | +10.4% | +220.0% | -209.6% | -13.2% |
| All | +104.9% | +418.6% | -313.7% | +33.9% |
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