+3,365.1%
SIMO vs MLM
+848.8%
+2,516.3%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +1.1% | +7.6% | +8.3% |
| 7D | +4.2% | -2.9% | +7.1% | +5.5% |
| 30D | +4.1% | -6.8% | +10.9% | +6.8% |
| 3M | -12.9% | -11.2% | -1.6% | -9.9% |
| 6M | +110.3% | -21.8% | +132.2% | +128.1% |
| YTD | +178.6% | -17.0% | +195.5% | +192.3% |
| 1Y | +220.0% | -16.4% | +236.4% | +234.2% |
| 3Y | +409.0% | +14.5% | +394.6% | +363.8% |
| 5Y | +277.3% | +41.7% | +235.6% | +208.2% |
| 10Y | +506.6% | +200.0% | +306.6% | +221.2% |
| All | +3,365.1% | +848.8% | +2,516.3% | +975.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling