+2,441.0%
SYY vs MLM
+2,961.7%
-520.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.4% | -1.6% |
| 7D | -2.3% | -2.9% | +0.6% | -1.6% |
| 30D | -4.9% | -6.8% | +1.9% | -3.2% |
| 3M | +8.4% | -11.2% | +19.6% | +11.4% |
| 6M | -7.4% | -21.8% | +14.5% | -1.6% |
| YTD | +11.0% | -17.0% | +28.0% | +15.6% |
| 1Y | -0.2% | -16.4% | +16.1% | +3.6% |
| 3Y | +23.8% | +14.5% | +9.3% | +16.5% |
| 5Y | +18.1% | +41.7% | -23.6% | +3.5% |
| 10Y | +94.6% | +200.0% | -105.5% | +40.0% |
| All | +2,441.0% | +2,961.7% | -520.7% | +1,028.1% |
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