-31.9%
SIMO vs MLM
+1.8%
-33.6%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +2.4% | -11.9% | -9.0% |
| 7D | -16.9% | +9.1% | -26.0% | -16.9% |
| 30D | -35.4% | +14.6% | -50.0% | -35.6% |
| 3M | -31.9% | +0.3% | -32.2% | -33.0% |
| All | -31.9% | +1.8% | -33.6% | -33.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling