+2,339.8%
SYY vs MLM
+2,981.8%
-642.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.8% | +4.0% | +2.6% |
| 7D | -7.3% | -4.1% | -3.2% | -6.2% |
| 30D | +0.1% | +8.2% | -8.1% | -2.0% |
| 3M | -8.9% | -3.6% | -5.3% | -8.2% |
| 6M | +5.5% | -15.6% | +21.1% | +9.7% |
| YTD | +6.6% | -16.4% | +23.0% | +10.7% |
| 1Y | +7.7% | -14.3% | +22.1% | +11.1% |
| 3Y | +24.0% | +19.3% | +4.7% | +15.6% |
| 5Y | +7.3% | +29.6% | -22.3% | -3.6% |
| 10Y | +105.7% | +189.9% | -84.2% | +48.8% |
| All | +2,339.8% | +2,981.8% | -642.1% | +979.9% |
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 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