+302.4%
MXL vs SIMO
+605.2%
-302.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +7.2% | +0.3% | +3.1% |
| 7D | +18.9% | +11.0% | +7.8% | +11.6% |
| 30D | +0.3% | +17.9% | -17.6% | -9.2% |
| 3M | -8.0% | +3.9% | -11.9% | -8.3% |
| 6M | +341.2% | +131.0% | +210.2% | +182.8% |
| YTD | +327.8% | +209.3% | +118.5% | +128.3% |
| 1Y | +364.9% | +223.8% | +141.1% | +142.4% |
| 3Y | +229.2% | +479.2% | -250.0% | +29.5% |
| 5Y | +42.8% | +316.0% | -273.3% | -38.0% |
| All | +302.4% | +605.2% | -302.7% | +22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 10y: compounded portfolio wealth divided by compounded SIMO 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…
10y analysis · Full analysis span regression · 6 months rolling