+3,070.5%
MLM vs SUI
+3,546.2%
-475.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.5% | +1.3% |
| 7D | -2.9% | -2.8% | -0.1% | -1.7% |
| 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% | -18.4% |
| 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% | +6.2% |
| 5Y | +41.7% | -32.1% | +73.9% | +60.4% |
| 10Y | +200.0% | +110.4% | +89.6% | +105.5% |
| All | +3,070.5% | +3,546.2% | -475.7% | +762.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling