+365.5%
SIMO vs MLM
+190.7%
+174.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -5.2% | -9.2% | -13.0% |
| 7D | -31.4% | -1.2% | -30.2% | -31.2% |
| 30D | -45.2% | +7.9% | -53.1% | -46.4% |
| 3M | -36.5% | -4.5% | -32.1% | -35.9% |
| 6M | -34.2% | -12.6% | -21.5% | -32.3% |
| YTD | +69.9% | -14.9% | +84.8% | +74.4% |
| 1Y | +60.4% | -13.1% | +73.5% | +63.6% |
| 3Y | +203.1% | +21.2% | +181.9% | +178.0% |
| 5Y | +145.4% | +32.0% | +113.4% | +117.0% |
| All | +365.5% | +190.7% | +174.7% | +222.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling