+236.2%
MRK vs SIMO
+548.4%
-312.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.7% | -0.7% |
| 7D | -2.7% | +14.5% | -17.2% | -3.2% |
| 30D | +12.7% | +20.4% | -7.7% | +11.9% |
| 3M | +24.2% | +7.1% | +17.1% | +23.2% |
| 6M | +27.8% | +129.2% | -101.4% | +21.7% |
| YTD | +42.2% | +201.9% | -159.7% | +33.2% |
| 1Y | +80.2% | +235.5% | -155.3% | +67.7% |
| 3Y | +48.4% | +463.8% | -415.5% | +33.2% |
| 5Y | +133.6% | +306.7% | -173.1% | +110.7% |
| 10Y | +236.2% | +579.5% | -343.2% | +173.1% |
| All | +236.2% | +548.4% | -312.2% | +173.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling