+25.7%
MLM vs SIRI
-38.7%
+64.4%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.2% | -1.6% |
| 7D | -4.1% | +12.6% | -16.7% | -5.6% |
| 30D | +8.2% | +25.9% | -17.7% | +4.9% |
| 3M | -3.6% | +10.3% | -13.9% | -4.9% |
| 6M | -15.6% | +24.8% | -40.3% | -18.0% |
| YTD | -16.4% | +68.6% | -85.0% | -22.0% |
| 1Y | -14.3% | +55.9% | -70.2% | -19.3% |
| 3Y | +19.3% | -22.3% | +41.7% | +19.5% |
| All | +25.7% | -38.7% | +64.4% | +38.1% |
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