+458.4%
SIMO vs MULL
+2,481.0%
-2,022.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.0% | +9.2% | +6.9% |
| 7D | +14.6% | +14.0% | +0.6% | +10.9% |
| 30D | +6.2% | +24.8% | -18.6% | +0.4% |
| 3M | +3.6% | -16.1% | +19.7% | +1.1% |
| 6M | +130.8% | +330.9% | -200.1% | +46.7% |
| YTD | +195.8% | +545.0% | -349.2% | +65.4% |
| 1Y | +225.0% | +2,427.1% | -2,202.1% | +26.5% |
| All | +458.4% | +2,481.0% | -2,022.6% | +89.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 10y: compounded portfolio wealth divided by compounded MULL 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…
10y analysis · Full analysis span regression · 6 months rolling