+339.4%
MXL vs SIMO
+220.5%
+119.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.5% | +1.4% | +0.5% |
| 7D | +16.6% | +12.5% | +4.1% | +6.2% |
| 30D | +0.5% | +18.4% | -18.0% | -12.2% |
| 3M | -3.6% | +5.6% | -9.2% | -5.0% |
| 6M | +328.0% | +116.9% | +211.1% | +160.7% |
| YTD | +297.8% | +188.4% | +109.4% | +97.3% |
| 1Y | +339.4% | +221.3% | +118.1% | +105.2% |
| All | +339.4% | +220.5% | +119.0% | +105.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling