+153.5%
MLM vs SIRI
0.0%
+153.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.8% | +1.6% | +2.3% |
| 7D | -3.8% | +11.4% | -15.2% | -6.3% |
| 30D | +11.0% | +24.2% | -13.2% | +5.4% |
| 3M | -3.1% | +11.1% | -14.2% | -5.6% |
| 6M | -9.8% | +23.9% | -33.7% | -14.5% |
| YTD | -14.4% | +70.0% | -84.4% | -25.0% |
| 1Y | -12.6% | +56.6% | -69.2% | -22.0% |
| 3Y | +19.7% | -21.4% | +41.1% | +20.8% |
| 5Y | +29.8% | -38.3% | +68.1% | +33.5% |
| 10Y | +153.5% | -3.5% | +157.0% | +116.3% |
| All | +153.5% | 0.0% | +153.5% | +116.3% |
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