+473.3%
MMM vs SIMO
+1,993.5%
-1,520.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -14.4% | +11.2% | -1.6% |
| 7D | +5.9% | -31.4% | +37.3% | +9.9% |
| 30D | +14.7% | -45.2% | +59.9% | +21.6% |
| 3M | +3.6% | -36.5% | +40.1% | +7.2% |
| 6M | +32.7% | -34.2% | +66.9% | +34.9% |
| YTD | +18.9% | +69.9% | -51.0% | +5.6% |
| 1Y | +16.4% | +60.4% | -44.0% | +4.0% |
| 3Y | +159.8% | +203.1% | -43.3% | +111.5% |
| 5Y | +47.2% | +145.4% | -98.3% | +19.9% |
| 10Y | +86.5% | +368.9% | -282.4% | +35.5% |
| All | +473.3% | +1,993.5% | -1,520.2% | +189.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling