+117.2%
SU vs MLM
+20.2%
+97.1%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.7% |
| 7D | +3.6% | -2.9% | +6.5% | +3.5% |
| 30D | +7.9% | -6.8% | +14.7% | +7.8% |
| 3M | +3.5% | -11.2% | +14.7% | +3.5% |
| 6M | +19.0% | -21.8% | +40.8% | +20.7% |
| YTD | +55.0% | -17.0% | +71.9% | +55.4% |
| 1Y | +71.2% | -16.4% | +87.6% | +71.3% |
| All | +117.2% | +20.2% | +97.1% | +111.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling