+452.3%
SIMO vs MKC
-29.9%
+482.2%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.3% | +6.5% | +6.1% |
| 7D | +14.6% | -4.3% | +19.0% | +13.8% |
| 30D | +6.2% | -2.0% | +8.2% | +5.9% |
| 3M | +3.6% | +10.0% | -6.4% | +4.8% |
| 6M | +130.8% | -18.5% | +149.3% | +136.0% |
| YTD | +195.8% | -22.4% | +218.2% | +202.8% |
| 1Y | +225.0% | -23.6% | +248.6% | +233.2% |
| 3Y | +452.3% | -30.4% | +482.7% | +493.9% |
| All | +452.3% | -29.9% | +482.2% | +493.9% |
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