+14.3%
SYY vs MLM
+28.3%
-14.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.5% |
| 7D | +1.3% | -2.0% | +3.3% | +1.9% |
| 30D | -3.5% | +9.5% | -13.0% | -6.0% |
| 3M | -9.3% | -4.7% | -4.6% | -8.2% |
| 6M | +5.9% | -10.7% | +16.6% | +8.7% |
| YTD | +6.5% | -16.6% | +23.0% | +11.1% |
| 1Y | +4.0% | -15.4% | +19.4% | +8.0% |
| 3Y | +23.0% | +15.9% | +7.0% | +12.0% |
| 5Y | +14.3% | +27.1% | -12.8% | -0.9% |
| All | +14.3% | +28.3% | -14.0% | -0.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling