+175.0%
SIMO vs MKC
-35.1%
+210.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.4% | +0.7% | -2.2% |
| 7D | -16.0% | -2.4% | -13.6% | -16.3% |
| 30D | -35.8% | +5.4% | -41.1% | -35.0% |
| 3M | -26.5% | -11.1% | -15.4% | -27.2% |
| 6M | -33.0% | -1.4% | -31.6% | -32.7% |
| YTD | +84.3% | -29.4% | +113.8% | +84.6% |
| 1Y | +82.0% | -24.7% | +106.7% | +82.5% |
| 3Y | +218.5% | -21.8% | +240.3% | +222.9% |
| 5Y | +175.0% | -36.0% | +211.0% | +237.5% |
| All | +175.0% | -35.1% | +210.1% | +237.5% |
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