+254.2%
SIMO vs MULL
+1,100.2%
-845.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +12.3% | -6.6% | +2.3% |
| 7D | -8.2% | -27.1% | +18.9% | -1.1% |
| 30D | -34.6% | -54.2% | +19.6% | -20.5% |
| 3M | -32.6% | -42.0% | +9.3% | -23.0% |
| 6M | -31.8% | -43.5% | +11.7% | -27.9% |
| YTD | +87.6% | +199.9% | -112.3% | +26.9% |
| 1Y | +86.7% | +292.8% | -206.2% | +15.4% |
| All | +254.2% | +1,100.2% | -845.9% | +45.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling