+465.3%
MMM vs SIMO
+2,080.4%
-1,615.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.2% | -5.5% | -1.8% |
| 7D | +6.2% | -22.0% | +28.2% | +8.7% |
| 30D | +14.2% | -43.0% | +57.3% | +20.5% |
| 3M | +2.9% | -39.1% | +42.0% | +7.1% |
| 6M | +27.6% | -33.3% | +60.8% | +29.4% |
| YTD | +17.3% | +77.0% | -59.7% | +3.7% |
| 1Y | +15.1% | +73.0% | -57.9% | +1.9% |
| 3Y | +157.1% | +215.7% | -58.6% | +108.4% |
| 5Y | +45.1% | +155.6% | -110.5% | +17.6% |
| 10Y | +83.9% | +388.4% | -304.5% | +33.0% |
| All | +465.3% | +2,080.4% | -1,615.2% | +183.9% |
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 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