+978.7%
MRK vs SIMO
+3,332.4%
-2,353.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +8.7% | -10.0% | -1.9% |
| 7D | +1.3% | +4.2% | -2.9% | +1.0% |
| 30D | +17.1% | +4.1% | +13.1% | +16.5% |
| 3M | +25.9% | -12.9% | +38.8% | +25.8% |
| 6M | +26.8% | +110.3% | -83.5% | +17.6% |
| YTD | +44.9% | +178.6% | -133.7% | +31.1% |
| 1Y | +84.8% | +220.0% | -135.2% | +65.1% |
| 3Y | +50.1% | +409.0% | -358.9% | +27.8% |
| 5Y | +127.4% | +277.3% | -149.9% | +94.5% |
| 10Y | +240.0% | +506.6% | -266.7% | +169.4% |
| All | +978.7% | +3,332.4% | -2,353.6% | +513.1% |
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 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