+181.2%
MLM vs SUI
+115.7%
+65.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.4% | -1.2% |
| 7D | -4.1% | +6.2% | -10.3% | -6.6% |
| 30D | +8.2% | +8.6% | -0.4% | +4.2% |
| 3M | -3.6% | +1.0% | -4.6% | -4.2% |
| 6M | -15.6% | -2.6% | -13.0% | -15.0% |
| YTD | -16.4% | -0.1% | -16.3% | -16.9% |
| 1Y | -14.3% | +0.5% | -14.8% | -15.1% |
| 3Y | +19.3% | +15.3% | +4.1% | +8.1% |
| 5Y | +29.6% | -26.1% | +55.7% | +43.2% |
| All | +181.2% | +115.7% | +65.5% | +154.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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