+3,327.9%
MLM vs SUI
+3,638.6%
-310.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.2% | -2.8% | +0.2% |
| 7D | +9.1% | +10.0% | -0.9% | +4.8% |
| 30D | +14.6% | +8.4% | +6.2% | +10.7% |
| 3M | +0.3% | +0.7% | -0.4% | -0.2% |
| 6M | -7.5% | -0.9% | -6.5% | -7.5% |
| YTD | -10.2% | +0.6% | -10.9% | -11.0% |
| 1Y | -10.5% | +0.8% | -11.3% | -11.4% |
| 3Y | +27.8% | +15.5% | +12.3% | +16.9% |
| 5Y | +38.9% | -25.9% | +64.8% | +51.2% |
| 10Y | +211.4% | +119.5% | +91.9% | +109.4% |
| All | +3,327.9% | +3,638.6% | -310.7% | +820.6% |
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