+7.1%
SYY vs MLM
-12.9%
+20.1%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.4% | -0.9% |
| 7D | +4.7% | -2.9% | +7.6% | +5.3% |
| 30D | -0.7% | +10.4% | -11.1% | -1.9% |
| 3M | -6.8% | -3.7% | -3.1% | -6.2% |
| 6M | +8.6% | -10.3% | +18.9% | +10.7% |
| YTD | +8.4% | -14.8% | +23.2% | +11.0% |
| 1Y | +7.1% | -13.9% | +21.0% | +9.0% |
| All | +7.1% | -12.9% | +20.1% | +9.0% |
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