+59.9%
SU vs MLM
-16.0%
+75.9%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.2% |
| 7D | +0.3% | -2.0% | +2.3% | -0.1% |
| 30D | -7.9% | +9.5% | -17.4% | -5.6% |
| 3M | +9.2% | -4.7% | +13.9% | +8.1% |
| 6M | +5.5% | -10.7% | +16.2% | +3.9% |
| YTD | +59.5% | -16.6% | +76.0% | +54.0% |
| 1Y | +59.9% | -15.4% | +75.3% | +53.2% |
| All | +59.9% | -16.0% | +75.9% | +53.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling