+43.5%
MLM vs SUI
-32.0%
+75.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.5% | +1.3% |
| 7D | -2.9% | -2.8% | -0.1% | -1.8% |
| 30D | -6.8% | -1.2% | -5.6% | -6.4% |
| 3M | -11.2% | -1.7% | -9.5% | -10.7% |
| 6M | -21.8% | -10.5% | -11.4% | -18.5% |
| YTD | -17.0% | -1.8% | -15.1% | -16.7% |
| 1Y | -16.4% | -4.1% | -12.3% | -15.4% |
| 3Y | +14.5% | +11.3% | +3.2% | +5.6% |
| All | +43.5% | -32.0% | +75.5% | +70.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling