+209.3%
MLM vs SIRI
-14.2%
+223.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.5% |
| 7D | -2.7% | -3.9% | +1.2% | -1.8% |
| 30D | -8.3% | -0.8% | -7.5% | -8.2% |
| 3M | -12.0% | +4.3% | -16.3% | -12.9% |
| 6M | -17.6% | +34.1% | -51.7% | -23.4% |
| YTD | -18.9% | +47.3% | -66.2% | -26.5% |
| 1Y | -17.6% | +22.9% | -40.6% | -22.4% |
| 3Y | +16.8% | -24.6% | +41.3% | +17.3% |
| 5Y | +41.0% | -43.2% | +84.2% | +45.7% |
| 10Y | +209.3% | -12.3% | +221.6% | +151.2% |
| All | +209.3% | -14.2% | +223.5% | +151.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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