+417.8%
SIMO vs MLM
+140.0%
+277.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.0% | -1.9% |
| 7D | +14.9% | -2.0% | +16.9% | +15.5% |
| 30D | -27.0% | +9.5% | -36.5% | -29.0% |
| 3M | -25.4% | -4.7% | -20.6% | -24.4% |
| 6M | -30.3% | -10.7% | -19.5% | -28.8% |
| YTD | +95.8% | -16.6% | +112.3% | +102.2% |
| 1Y | +100.0% | -15.4% | +115.4% | +105.6% |
| 3Y | +238.3% | +15.9% | +222.3% | +213.6% |
| 5Y | +187.6% | +27.1% | +160.4% | +156.3% |
| All | +417.8% | +140.0% | +277.8% | +253.2% |
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