+230.8%
MRK vs SIMO
+394.4%
-163.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.6% | +6.2% | +0.7% |
| 7D | +0.7% | +4.1% | -3.4% | +0.6% |
| 30D | +0.3% | -24.0% | +24.2% | +0.9% |
| 3M | +9.7% | -31.8% | +41.4% | +10.4% |
| 6M | +32.0% | -36.9% | +68.8% | +32.5% |
| YTD | +43.3% | +84.8% | -41.5% | +36.1% |
| 1Y | +63.7% | +99.0% | -35.3% | +54.9% |
| 3Y | +58.0% | +217.9% | -159.9% | +44.7% |
| 5Y | +105.0% | +171.5% | -66.5% | +86.6% |
| All | +230.8% | +394.4% | -163.6% | +168.6% |
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