+145.5%
MLM vs SIRI
-4.5%
+150.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.8% | -0.8% |
| 7D | -5.8% | -2.6% | -3.2% | -5.2% |
| 30D | +9.8% | +22.2% | -12.4% | +4.7% |
| 3M | -5.2% | +14.1% | -19.3% | -8.2% |
| 6M | -10.3% | +22.5% | -32.8% | -14.7% |
| YTD | -15.5% | +67.9% | -83.3% | -25.8% |
| 1Y | -15.0% | +54.6% | -69.6% | -24.0% |
| 3Y | +17.5% | -21.3% | +38.8% | +18.4% |
| 5Y | +30.5% | -40.4% | +70.9% | +36.2% |
| 10Y | +145.5% | -6.2% | +151.8% | +109.3% |
| All | +145.5% | -4.5% | +150.0% | +109.3% |
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