+248.5%
SU vs MLM
+204.6%
+43.9%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.4% | +1.0% |
| 7D | -1.0% | +1.4% | -2.4% | -1.5% |
| 30D | +13.7% | -6.5% | +20.2% | +16.4% |
| 3M | +8.0% | -7.4% | +15.5% | +9.8% |
| 6M | +21.0% | -15.8% | +36.8% | +26.8% |
| YTD | +56.2% | -17.4% | +73.7% | +63.9% |
| 1Y | +72.2% | -17.9% | +90.1% | +80.4% |
| 3Y | +118.1% | +18.9% | +99.2% | +87.2% |
| 5Y | +350.3% | +43.4% | +306.9% | +241.1% |
| 10Y | +248.5% | +206.2% | +42.3% | +83.2% |
| All | +248.5% | +204.6% | +43.9% | +83.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling