+306.7%
SIMO vs MKC
-34.7%
+341.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +2.0% |
| 7D | +14.5% | -4.3% | +18.8% | +13.8% |
| 30D | +20.4% | -3.1% | +23.5% | +20.0% |
| 3M | +7.1% | +6.8% | +0.3% | +8.2% |
| 6M | +129.2% | -18.3% | +147.6% | +131.0% |
| YTD | +201.9% | -23.1% | +225.0% | +203.9% |
| 1Y | +235.5% | -23.7% | +259.2% | +237.9% |
| 3Y | +463.8% | -31.0% | +494.8% | +467.5% |
| 5Y | +306.7% | -33.5% | +340.2% | +312.0% |
| All | +306.7% | -34.7% | +341.4% | +312.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling