+100.5%
SIMO vs MLM
-11.4%
+111.9%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +2.4% | -11.9% | -9.0% |
| 7D | -16.9% | +9.1% | -26.0% | -15.3% |
| 30D | -35.4% | +14.6% | -50.0% | -33.5% |
| 3M | -31.9% | +0.3% | -32.2% | -32.0% |
| 6M | -19.3% | -7.5% | -11.9% | -20.4% |
| YTD | +98.5% | -10.2% | +108.7% | +88.8% |
| 1Y | +100.5% | -10.5% | +111.0% | +90.8% |
| All | +100.5% | -11.4% | +111.9% | +90.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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