+130.3%
MRK vs SIMO
+297.1%
-166.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.2% | -7.4% | -1.3% |
| 7D | -0.9% | +14.6% | -15.5% | -1.0% |
| 30D | +15.5% | +6.2% | +9.3% | +15.4% |
| 3M | +25.1% | +3.6% | +21.5% | +24.8% |
| 6M | +30.1% | +130.8% | -100.7% | +27.9% |
| YTD | +43.1% | +195.8% | -152.7% | +40.2% |
| 1Y | +82.5% | +225.0% | -142.6% | +78.4% |
| 3Y | +49.3% | +452.3% | -403.0% | +45.1% |
| 5Y | +130.3% | +303.6% | -173.3% | +123.5% |
| All | +130.3% | +297.1% | -166.9% | +123.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling