+60.0%
MRK vs SIMO
+220.9%
-160.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.3% | -0.5% |
| 7D | +2.3% | -16.0% | +18.4% | +2.5% |
| 30D | +1.7% | -35.8% | +37.4% | +2.2% |
| 3M | +13.8% | -26.5% | +40.2% | +13.9% |
| 6M | +34.7% | -33.0% | +67.7% | +34.0% |
| YTD | +43.6% | +84.3% | -40.8% | +34.9% |
| 1Y | +75.7% | +82.0% | -6.3% | +65.1% |
| 3Y | +60.0% | +218.5% | -158.5% | +37.8% |
| All | +60.0% | +220.9% | -160.9% | +37.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling