+215.1%
SU vs MLM
+23.5%
+191.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.4% | -0.2% |
| 7D | -13.4% | -4.1% | -9.3% | -12.9% |
| 30D | +0.9% | +8.2% | -7.3% | -0.5% |
| 3M | +12.8% | -3.6% | +16.3% | +13.2% |
| 6M | +8.3% | -15.6% | +23.8% | +11.1% |
| YTD | +58.2% | -16.4% | +74.6% | +61.6% |
| 1Y | +67.1% | -14.3% | +81.5% | +69.4% |
| 3Y | +125.6% | +19.3% | +106.3% | +101.5% |
| All | +215.1% | +23.5% | +191.6% | +172.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling