+388.8%
SIMO vs MLM
+138.2%
+250.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.7% | -4.9% | -5.4% |
| 7D | +4.1% | -0.9% | +5.0% | +4.4% |
| 30D | -24.0% | +9.0% | -33.0% | -25.9% |
| 3M | -31.8% | -5.6% | -26.2% | -30.7% |
| 6M | -36.9% | -10.7% | -26.2% | -35.6% |
| YTD | +84.8% | -17.2% | +102.0% | +91.2% |
| 1Y | +99.0% | -14.2% | +113.2% | +103.5% |
| 3Y | +217.9% | +15.6% | +202.3% | +195.0% |
| 5Y | +171.5% | +26.2% | +145.2% | +142.4% |
| All | +388.8% | +138.2% | +250.5% | +234.2% |
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