+10,878.4%
SU vs MLM
+2,981.8%
+7,896.6%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.4% | +0.2% |
| 7D | -13.4% | -4.1% | -9.3% | -12.2% |
| 30D | +0.9% | +8.2% | -7.3% | -2.1% |
| 3M | +12.8% | -3.6% | +16.3% | +13.6% |
| 6M | +8.3% | -15.6% | +23.8% | +13.0% |
| YTD | +58.2% | -16.4% | +74.6% | +64.2% |
| 1Y | +67.1% | -14.3% | +81.5% | +71.7% |
| 3Y | +125.6% | +19.3% | +106.3% | +100.6% |
| 5Y | +213.6% | +29.6% | +184.0% | +163.9% |
| 10Y | +234.7% | +189.9% | +44.8% | +101.6% |
| All | +10,878.4% | +2,981.8% | +7,896.6% | +4,172.9% |
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