+87.5%
SYY vs MLM
+140.5%
-53.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.5% |
| 7D | 0.0% | -5.8% | +5.8% | +2.8% |
| 30D | -2.2% | +9.8% | -12.1% | -6.5% |
| 3M | -8.0% | -5.2% | -2.9% | -6.1% |
| 6M | +7.5% | -10.3% | +17.8% | +11.5% |
| YTD | +7.4% | -15.5% | +22.9% | +13.8% |
| 1Y | +4.9% | -15.0% | +19.9% | +10.7% |
| 3Y | +24.1% | +17.5% | +6.6% | +7.8% |
| 5Y | +13.4% | +30.5% | -17.2% | -10.2% |
| 10Y | +87.5% | +145.5% | -58.0% | -7.4% |
| All | +87.5% | +140.5% | -53.0% | -7.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling