+186.5%
MLM vs SUI
+118.9%
+67.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.7% | -5.9% | -5.5% |
| 7D | -1.2% | +8.8% | -10.0% | -4.8% |
| 30D | +7.9% | +8.9% | -1.0% | +3.8% |
| 3M | -4.5% | +2.0% | -6.5% | -5.5% |
| 6M | -12.6% | -0.6% | -12.0% | -12.9% |
| YTD | -14.9% | +1.3% | -16.2% | -15.9% |
| 1Y | -13.1% | +1.3% | -14.3% | -14.2% |
| 3Y | +21.2% | +16.3% | +4.9% | +9.4% |
| 5Y | +32.0% | -25.1% | +57.1% | +44.9% |
| All | +186.5% | +118.9% | +67.6% | +157.5% |
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