+263.8%
MXL vs SIMO
+248.6%
+15.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +8.7% | +2.7% | +4.0% |
| 7D | +5.5% | +0.9% | +4.5% | +6.9% |
| 30D | -32.6% | -25.4% | -7.2% | -12.4% |
| 3M | -13.1% | -17.8% | +4.6% | +4.6% |
| 6M | -41.4% | -29.6% | -11.8% | -19.3% |
| YTD | +243.9% | +100.3% | +143.6% | +103.1% |
| 1Y | +305.1% | +100.4% | +204.7% | +139.5% |
| All | +263.8% | +248.6% | +15.2% | +47.6% |
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