+189.4%
MXL vs SIMO
+462.5%
-273.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +6.2% | -0.2% | +1.0% |
| 7D | +15.5% | +14.6% | +0.9% | +3.3% |
| 30D | -11.3% | +6.2% | -17.5% | -15.9% |
| 3M | -16.1% | +3.6% | -19.7% | -17.0% |
| 6M | +323.0% | +130.8% | +192.2% | +124.8% |
| YTD | +281.5% | +195.8% | +85.8% | +58.7% |
| 1Y | +319.3% | +225.0% | +94.3% | +59.6% |
| 3Y | +189.4% | +452.3% | -262.9% | -28.7% |
| All | +189.4% | +462.5% | -273.2% | -28.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling