+465.4%
SIMO vs MLM
+15.8%
+449.6%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.8% | +3.8% | +2.5% |
| 7D | +14.5% | -2.7% | +17.2% | +15.3% |
| 30D | +20.4% | -8.3% | +28.7% | +22.8% |
| 3M | +7.1% | -12.0% | +19.1% | +9.3% |
| 6M | +129.2% | -17.6% | +146.9% | +138.7% |
| YTD | +201.9% | -18.9% | +220.8% | +210.2% |
| 1Y | +235.5% | -17.6% | +253.2% | +240.6% |
| All | +465.4% | +15.8% | +449.6% | +382.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling