+43.5%
MLM vs SIRI
-44.4%
+87.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.6% | +3.8% | +1.5% |
| 7D | -2.9% | +1.6% | -4.5% | -3.1% |
| 30D | -6.8% | -4.7% | -2.1% | -6.3% |
| 3M | -11.2% | +5.3% | -16.5% | -11.8% |
| 6M | -21.8% | +30.5% | -52.4% | -24.5% |
| YTD | -17.0% | +49.6% | -66.6% | -21.3% |
| 1Y | -16.4% | +28.5% | -44.9% | -19.3% |
| 3Y | +14.5% | -27.5% | +41.9% | +15.4% |
| All | +43.5% | -44.4% | +87.9% | +54.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling