-17.9%
MLM vs SIRI
+25.1%
-43.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.1% | -0.4% |
| 7D | +1.4% | +4.3% | -2.9% | +0.7% |
| 30D | -6.5% | -2.8% | -3.7% | -6.2% |
| 3M | -7.4% | +5.9% | -13.3% | -7.5% |
| 6M | -15.8% | +31.9% | -47.7% | -17.4% |
| YTD | -17.4% | +48.7% | -66.1% | -20.0% |
| 1Y | -17.9% | +23.2% | -41.1% | -16.0% |
| All | -17.9% | +25.1% | -43.0% | -16.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling