+163.7%
MXL vs SIMO
+394.4%
-230.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -5.6% | +0.2% | -1.7% |
| 7D | +13.4% | +4.1% | +9.3% | +11.1% |
| 30D | -29.2% | -24.0% | -5.3% | -13.6% |
| 3M | -27.2% | -31.8% | +4.5% | -3.9% |
| 6M | -36.4% | -36.9% | +0.5% | -10.2% |
| YTD | +220.0% | +84.8% | +135.2% | +142.0% |
| 1Y | +304.8% | +99.0% | +205.8% | +194.5% |
| 3Y | +238.5% | +217.9% | +20.5% | +94.8% |
| 5Y | -18.8% | +171.5% | -190.2% | -52.4% |
| All | +163.7% | +394.4% | -230.7% | +6.9% |
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