+235.5%
MXL vs SIMO
+9,041.5%
-8,806.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +8.7% | -3.2% | +1.8% |
| 7D | +1.6% | +4.2% | -2.6% | -0.2% |
| 30D | -7.0% | +4.1% | -11.1% | -8.6% |
| 3M | -33.4% | -12.9% | -20.5% | -27.6% |
| 6M | +260.2% | +110.3% | +149.8% | +180.0% |
| YTD | +260.0% | +178.6% | +81.4% | +148.7% |
| 1Y | +303.5% | +220.0% | +83.5% | +165.7% |
| 3Y | +160.4% | +409.0% | -248.6% | +49.1% |
| 5Y | +14.7% | +277.3% | -262.6% | -30.0% |
| 10Y | +215.6% | +506.6% | -291.0% | +60.5% |
| All | +235.5% | +9,041.5% | -8,806.0% | -4.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling