+2,368.7%
SIMO vs MLM
+925.8%
+1,442.9%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +2.4% | -11.9% | -10.5% |
| 7D | -16.9% | +9.1% | -26.0% | -19.9% |
| 30D | -35.4% | +14.6% | -50.0% | -39.1% |
| 3M | -31.9% | +0.3% | -32.2% | -32.4% |
| 6M | -19.3% | -7.5% | -11.9% | -18.4% |
| YTD | +98.5% | -10.2% | +108.7% | +101.0% |
| 1Y | +100.5% | -10.5% | +111.0% | +103.2% |
| 3Y | +254.1% | +27.8% | +226.3% | +208.0% |
| 5Y | +187.4% | +38.9% | +148.5% | +136.6% |
| 10Y | +447.7% | +211.4% | +236.3% | +186.8% |
| All | +2,368.7% | +925.8% | +1,442.9% | +639.8% |
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