+10,915.1%
SU vs MLM
+3,017.4%
+7,897.7%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +2.1% |
| 7D | -4.3% | -5.8% | +1.6% | -2.2% |
| 30D | -6.2% | +9.8% | -16.0% | -9.5% |
| 3M | +9.7% | -5.2% | +14.9% | +11.2% |
| 6M | +7.3% | -10.3% | +17.6% | +9.6% |
| YTD | +58.7% | -15.5% | +74.2% | +64.0% |
| 1Y | +59.7% | -15.0% | +74.8% | +64.6% |
| 3Y | +129.2% | +17.5% | +111.8% | +105.1% |
| 5Y | +223.7% | +30.5% | +193.1% | +171.6% |
| 10Y | +235.9% | +145.5% | +90.4% | +114.8% |
| All | +10,915.1% | +3,017.4% | +7,897.7% | +4,168.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling