+426.0%
SIMO vs MULL
+2,561.4%
-2,135.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +11.8% | -3.1% | +5.8% |
| 7D | +4.2% | +17.3% | -13.1% | +0.2% |
| 30D | +4.1% | +23.5% | -19.4% | -1.3% |
| 3M | -12.9% | -24.0% | +11.1% | -13.7% |
| 6M | +110.3% | +276.7% | -166.4% | +37.5% |
| YTD | +178.6% | +565.1% | -386.5% | +54.7% |
| 1Y | +220.0% | +2,802.6% | -2,582.6% | +20.4% |
| All | +426.0% | +2,561.4% | -2,135.4% | +77.2% |
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