+8.3%
SYY vs MLM
-11.4%
+19.7%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.4% | +1.5% | +3.4% |
| 7D | -6.3% | +9.1% | -15.5% | -7.5% |
| 30D | +0.7% | +14.6% | -13.9% | -1.2% |
| 3M | -6.4% | +0.3% | -6.7% | -6.5% |
| 6M | +7.6% | -7.5% | +15.1% | +9.3% |
| YTD | +7.4% | -10.2% | +17.7% | +9.2% |
| 1Y | +8.3% | -10.5% | +18.8% | +9.9% |
| All | +8.3% | -11.4% | +19.7% | +9.9% |
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 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