+100.5%
SIMO vs MKC
-18.2%
+118.7%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +5.4% | -15.0% | -6.1% |
| 7D | -16.9% | +9.6% | -26.5% | -11.5% |
| 30D | -35.4% | +12.0% | -47.4% | -29.9% |
| 3M | -31.9% | -2.0% | -29.9% | -30.2% |
| 6M | -19.3% | +7.2% | -26.5% | -13.5% |
| YTD | +98.5% | -23.7% | +122.2% | +111.6% |
| 1Y | +100.5% | -18.3% | +118.8% | +121.6% |
| All | +100.5% | -18.2% | +118.7% | +121.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 1y: compounded portfolio wealth divided by compounded MKC 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…
1y analysis · Full analysis span regression · 6 months rolling