+45.3%
MMM vs SIMO
+154.7%
-109.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.2% | -5.5% | -1.7% |
| 7D | +6.2% | -22.0% | +28.2% | +7.8% |
| 30D | +14.2% | -43.0% | +57.3% | +18.5% |
| 3M | +2.9% | -39.1% | +42.0% | +5.7% |
| 6M | +27.6% | -33.3% | +60.8% | +28.5% |
| YTD | +17.3% | +77.0% | -59.7% | +3.0% |
| 1Y | +15.1% | +73.0% | -57.9% | +1.3% |
| 3Y | +157.1% | +215.7% | -58.6% | +103.6% |
| All | +45.3% | +154.7% | -109.3% | +15.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling