+34.8%
MXL vs SIMO
+312.7%
-277.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.1% | +5.4% | +6.1% |
| 7D | +19.0% | +14.5% | +4.5% | +8.5% |
| 30D | +4.5% | +20.4% | -15.9% | -8.0% |
| 3M | -1.5% | +7.1% | -8.6% | -3.8% |
| 6M | +348.6% | +129.2% | +219.4% | +175.6% |
| YTD | +310.3% | +201.9% | +108.3% | +108.5% |
| 1Y | +344.7% | +235.5% | +109.2% | +112.4% |
| 3Y | +211.2% | +463.8% | -252.7% | +15.2% |
| 5Y | +34.8% | +306.7% | -271.8% | -39.2% |
| All | +34.8% | +312.7% | -277.9% | -39.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling