+99.0%
SIMO vs MULL
+322.2%
-223.2%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -5.2% | -0.4% | -4.1% |
| 7D | +4.1% | +24.5% | -20.4% | -2.8% |
| 30D | -24.0% | -35.5% | +11.5% | -15.3% |
| 3M | -31.8% | -44.8% | +13.0% | -21.0% |
| 6M | -36.9% | -45.5% | +8.6% | -31.9% |
| YTD | +84.8% | +232.5% | -147.7% | +32.2% |
| 1Y | +99.0% | +343.3% | -244.3% | +31.8% |
| All | +99.0% | +322.2% | -223.2% | +31.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling