+156.7%
SIMO vs MLM
+23.5%
+133.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.8% | +6.0% | +4.7% |
| 7D | -22.0% | -4.1% | -17.9% | -21.0% |
| 30D | -43.0% | +8.2% | -51.2% | -44.5% |
| 3M | -39.1% | -3.6% | -35.6% | -38.6% |
| 6M | -33.3% | -15.6% | -17.7% | -30.4% |
| YTD | +77.0% | -16.4% | +93.4% | +82.5% |
| 1Y | +73.0% | -14.3% | +87.4% | +76.6% |
| 3Y | +215.7% | +19.3% | +196.4% | +178.5% |
| All | +156.7% | +23.5% | +133.2% | +133.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling