-66.7%
SKUU vs MLM
-10.8%
-55.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.7% | -8.0% | -9.2% |
| 7D | +5.2% | -0.9% | +6.1% | +4.4% |
| 30D | -27.4% | +9.0% | -36.4% | -15.8% |
| 3M | -47.2% | -5.6% | -41.7% | -54.3% |
| All | -66.7% | -10.8% | -55.9% | -73.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 6mo: compounded portfolio wealth divided by compounded MLM 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…
6mo analysis · Full analysis span regression · Available span rolling