+218.5%
SIMO vs MKC
-21.4%
+239.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.4% | +0.7% | -2.4% |
| 7D | -16.0% | -2.4% | -13.6% | -16.4% |
| 30D | -35.8% | +5.4% | -41.1% | -34.7% |
| 3M | -26.5% | -11.1% | -15.4% | -27.4% |
| 6M | -33.0% | -1.4% | -31.6% | -32.6% |
| YTD | +84.3% | -29.4% | +113.8% | +87.6% |
| 1Y | +82.0% | -24.7% | +106.7% | +84.7% |
| 3Y | +218.5% | -21.8% | +240.3% | +227.3% |
| All | +218.5% | -21.4% | +239.9% | +227.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling